Admissible and Bayes decisions with fuzzy-valued losses
Diskretnaya Matematika, Tome 33 (2021) no. 2, pp. 166-174.

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Some results of classical statistical decision theory are generalized by means of the theory of fuzzy sets. The concepts of an admissible decision in the restricted sense, an admissible decision in the broad sense, a Bayes decision in the restricted sense, and a Bayes decision in the broad sense are introduced. It is proved that any Bayes decision in the broad sense with positive prior discrete density is admissible in the restricted sense. The class of Bayes decisions is shown to be complete under certain conditions on the loss function. Problems with a finite set of possible states are considered.
Keywords: fuzzy sets, admissible decisions, Bayes decisions.
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A. S. Shvedov. Admissible and Bayes decisions with fuzzy-valued losses. Diskretnaya Matematika, Tome 33 (2021) no. 2, pp. 166-174. http://geodesic.mathdoc.fr/item/DM_2021_33_2_a11/

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