Fuzzy sets and models of decision making

Results of research into the use of fuzzy sets for handling various forms of uncertainty in optimization problems related to the design and control of complex systems are presented. Much attention is given to considering the uncertainty of goals that is associated with a multicriteria, character of many optimization problems. The application of a multicriteria, approach is needed to solve (1) problems in which solution consequences cannot be estimated on the basis of a single criterion, that involves the necessity of analyzing a vector of criteria, and (2) problems that may be considered on the basis of a single criterion but their unique solutions are not achieved because the uncertainty of information produces so-called decision uncertainty regions, and the application of additional criteria can serve as a convincing means to contract these regions. According to this, two classes of models ((X, M) and (X, R) models) are considered with applying the Bellman-Zadeh approach and techniques of fuzzy preference relations to their analysis. The consideration of (X, R) models is associated with a general approach to solving a wide class of optimization problems with fuzzy coefficients. This approach consists in formulating and analyzing one and the same problem within the framework of interrelated models with constructing equivalent analogs with fuzzy coefficients in objective functions alone. It allows one to maximally cut off dominated alternatives. The subsequent contraction of the decision uncertainty region is associated with reduction of the problem to multicriteria decision making in a fuzzy environment with its analysis applying one of two techniques based on fuzzy preference relations. The results of the paper are of a universal character and are already being used to solve problems of power engineering. (C) 2002 Elsevier Science Ltd. All rights reserved.