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PHFS-EHVaR×PHFS-HVaR×
DomainePrise de décisionPrise de décision
FamilleMCDMMCDM
Année d'origine20172017
Auteur d'origineZhou, W. Xu, Z.Zhou, W. Xu, Z.
TypeExtended tail decision-making method for probabilistic hesitant fuzzy environments. EHVaR improves upon HVaR by computing the expected (weighted sum) value over the entire left tail, not just the boundary point. EHVaR(h, X) = Σ_{i=1}^{k-1} c_i·p_i + c_k·(X - Σ_{i=1}^{k-1} p_i) where k satisfies P_{k-1} < X ≤ P_k. Always strictly separates PHFEs that HVaR cannot distinguish. Supports group decision-making via dynamic weight programming model.Tail decision-making method for probabilistic hesitant fuzzy environments. Input is a PHFE (probabilistic hesitant fuzzy element) — an HFE where each membership value c_l carries an explicit occurrence probability p_l with Σp_l=1. HVaR(h, X) is the boundary membership value at cumulative probability X: the largest c_k such that P(c ≤ c_k) ≥ X. Directly analogous to classical Value-at-Risk (VaR). Intended for risk-averse investors who focus on worst-case outcomes under a given certainty degree.
Source fondatriceZhou, W., Xu, Z. (2017). Expected hesitant VaR for tail decision making under probabilistic hesitant fuzzy environment. Applied Soft Computing DOI ↗Zhou, W., Xu, Z. (2017). Expected hesitant VaR for tail decision making under probabilistic hesitant fuzzy environment. Applied Soft Computing DOI ↗
Alias
Apparentées11
RésuméPHFS-EHVAR (PHFS-EHVaR — Expected Hesitant Value-at-Risk for Probabilistic Hesitant Fuzzy Sets (Zhou-Xu 2017)) is a ranking multi-criteria decision-making (MCDM) method introduced by Zhou, W. Xu, Z. in 2017. It turns a decision matrix of alternatives scored on multiple criteria into a structured, reproducible result.PHFS-HVAR (PHFS-HVaR — Hesitant Value-at-Risk for Probabilistic Hesitant Fuzzy Sets (Zhou-Xu 2017)) is a ranking multi-criteria decision-making (MCDM) method introduced by Zhou, W. Xu, Z. in 2017. It turns a decision matrix of alternatives scored on multiple criteria into a structured, reproducible result.
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ScholarGateComparer des méthodes: PHFS-EHVAR · PHFS-HVAR. Consulté le 2026-06-18 sur https://scholargate.app/fr/compare