摘要
考虑到实际决策问题中损失函数的"多值性"特征,从贝叶斯理论出发,将区间值损失函数引入决策粗糙集,提出区间值决策粗糙集模型。首先,讨论了在贝叶斯期望风险最小的决策语义下,区间值决策粗集理论基本模型的构建过程。其次,分析了区间值决策粗集理论的相关数学性质和准则。最后,通过一个石油投资问题来阐明区间值决策粗糙集模型的应用过程。
By considering the "multiple-valued" character in practical decision procedure, the intervabvalued loss func- tions were induced to deeision-theoretic rough set theory (DTRS) based on the Bayesian decision theory. With respect to the minimum Bayesian expected risk, a model of interval-valued decision-theoretic rough set theory was built. The corresponding propositions and criteria of interval-valued decision-theoretic rough set theory were also analyzed. An example of oil investment was given to illuminate the proposed model in applications.
出处
《计算机科学》
CSCD
北大核心
2012年第7期178-181,214,共5页
Computer Science
基金
国家自然科学基金重大项目(71090402/G1)
国家自然科学基金(61175047)
教育部人文社会科学青年基金(11YJC630127)资助
关键词
决策粗糙集理论
概率粗糙集理论
贝叶斯过程
区间值
Decision-theoretic rough set theory, Probabilistic rough set theory, Bayesian decision procedure, Interval-valued