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Sélection et classement d'actions en avenir incertain

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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)

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.

Suggested Citation

  • Michel Rizzi, 1981. "Sélection et classement d'actions en avenir incertain," Working Papers hal-02185333, HAL.
    • Handle: RePEc:hal:wpaper:hal-02185333
    Note: View the original document on HAL open archive server: https://hal-lara.archives-ouvertes.fr/hal-02185333
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