Decision Making with Combined States under Interval Uncertainty

Abstract

The impact of the decision maker features on decision making process sometimes contradicts with the traditional theories. Modeling a decision making model it should be noted that it is primarily a behavioral model and behavior is influenced by ambiguity. Decision making is a behavioral process highly conditioned by the primary motives beliefs of a DM. In this paper we consider an imprecise hierarchical decision-making model where the first and the second level are described by interval probabilities. This method associates with the construction of a non-additive measure as a lower prevision and uses this capacity in Choquet integral for constructing a utility function. This method uses combined state of nature and decision maker's state which allows distinguishing the ambiguity and ambiguity attitude. We provide an experiment showing application of the suggested analysis.