Abstract
Three-way decisions play an important role in rough sets and decision theory. As a representative model, decision-theoretic rough sets (DTRSs) provide a sound interpretation of thresholds used in three-way decisions. This problem is associated with the determination of the loss function of DTRSs. In this paper, we investigate a novel way of determining the loss functions of DTRSs with relative values. More specifically, with the aid of analytic hierarchy process (AHP) method, the determination of loss functions is realized in the context of DTRSs. First, a hierarchical structure of DTRSs is constructed. Second, along the hierarchical structure, pairwise comparison matrices are analyzed in a top-down fashion. In light of the generic condition imposed on the loss functions of DTRSs, some constraints on relative values between loss functions are introduced. The relative ratios at each level are computed. Considering the consistency ratio (CR) of the reciprocal matrices, two mathematical programming approaches are developed by exploiting the flexibility of information granularity. Then, we design a decision procedure for the determination of loss functions and deduce three-way decisions. The loss functions are calculated by aggregating the relative ratios being available at each level. With regard to the loss functions, we finally compare the existing studies with the AHP method. We demonstrate that the relative value with AHP improves the restriction of the existing studies and exhibits a certain level of tolerance to inconsistency.