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Distortion risk measures for tail-risk multicriteria decision-making based on a probabilistic linguistic environment.
Jie Chen
Chuancun Yin
Published in:
J. Intell. Fuzzy Syst. (2024)
Keyphrases
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risk measures
multicriteria decision making
risk averse
decision support system
portfolio optimization
probabilistic model
handling uncertainty
fuzzy numbers
multi criteria decision making
genetic algorithm
bayesian networks
belief functions
robust optimization