Sélection et classement d'actions en avenir incertain
Michel Rizzi
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Michel Rizzi: LAMSADE - Laboratoire d'analyse et modélisation de systèmes pour l'aide à la décision - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique
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Abstract:
This paper is concerned with decision-making problems under uncertainty. A new selection and ranking method is propounded, that allows to take into account the whole information available about the future. The model worked out is based upon the construction of scenarii which are "possible futures" representative of the states of the nature, and the definition of a "plausibility area" inside which the alternatives are compared.
Date: 1981-03
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Published in [Rapport de recherche] Centre national de l'entrepreneuriat(CNE); Laboratoire d'analyse et modélisation de systèmes pour l'aide à la décision (LAMSADE). 1981, 162 p., figures, tableaux
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Persistent link: https://EconPapers.repec.org/RePEc:hal:wpaper:hal-02185333
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