The method for ranking quasi-optimal alternatives in interval game models against nature

Abstract

The task of selecting the optimal strategy in the interval game with nature is considered; in particular, the situation when in the interactive dialogue of an analyst and decision support system there are cases of objective ambiguity caused, on the one hand, by interval uncertainty of data, and on the other hand – by the chosen model of the task formalization. The method for ranking quasioptimal alternatives in interval game models against nature is proposed, which enables comparing interval alternatives in cases of classical interval ambiguity. In this case, the function of the analyst preferences is used with respect to the values of the criterion that help determine the indicators for the quantitative ranking of alternatives. By selecting a specific type of the preference function, the researcher artificially converts the primary uncertainty of the data into the uncertainty of the preference function form, which nevertheless enables avoiding the ambiguity in the "fuzzy" areas of quasi-optimal alternatives.