TAILIEUCHUNG - Decision making with consonant belief functions: Discrepancy resulting with the probability transformation method used

This result shows that the choice of the combination rule and probability transformation method may have a significant effect on decision making since it may change the choice of the decision alternative selected. This result is illustrated via an example of missile type identification. | Yugoslav Journal of Operations Research 24 (2014), Number 3, 359-370 DOI: DECISION MAKING WITH CONSONANT BELIEF FUNCTIONS: DISCREPANCY RESULTING WITH THE PROBABILITY TRANSFORMATION METHOD USED Esma Nur CINICIOGLU School of Business, Istanbul University, Istanbul, TURKEY esmanurc@ Received: April 2014 / Accepted: October 2014 Abstract: Dempster−Shafer belief function theory can address a wider class of uncertainty than the standard probability theory does, and this fact appeals the researchers in operations research society for potential application areas. However, the lack of a decision theory of belief functions gives rise to the need to use the probability transformation methods for decision making. For representation of statistical evidence, the class of consonant belief functions is used which is not closed under Dempster’s rule of combination but is closed under Walley’s rule of combination. In this research, it is shown that the outcomes obtained using both Dempster’s and Walley’s rules do result in different probability distributions when pignistic transformation is used. However, when plausibility transformation is used, they do result in the same probability distribution. This result shows that the choice of the combination rule and probability transformation method may have a significant effect on decision making since it may change the choice of the decision alternative selected. This result is illustrated via an example of missile type identification. Keywords: Belief functions, Consonant belief functions, Plausibility transformation, Pignistic transformation. MSC: 68T37. 1. INTRODUCTION Belief functions represent ignorance, and a wider class of uncertainty than the standard probability theory, which creates a flexible framework for any sort of application where information is gathered from semi-reliable resources. For that reason 360 E. N. Cinicioglu / Decision Making With Consonant Belief Functions belief .

• Toán học
• Belief functions
• Consonant belief functions
• Plausibility transformation
• Pignistic transformation
• Missile type identification