방법 비교

	PHFS-HVaR	PHFS-EHVaR
분야	의사결정	의사결정
계열	MCDM	MCDM
기원 연도	2017	2017
창시자	Zhou, W. Xu, Z.	Zhou, W. Xu, Z.
유형	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.	Extended 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.
원전	Zhou, W., Xu, Z. (2017). Expected hesitant VaR for tail decision making under probabilistic hesitant fuzzy environment. Applied Soft Computing	Zhou, W., Xu, Z. (2017). Expected hesitant VaR for tail decision making under probabilistic hesitant fuzzy environment. Applied Soft Computing
별칭	—	—
관련	1	1
요약	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.	PHFS-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.