Rough approximation of pairwise comparisons described by multi‐attribute stochastic dominance

Given a finite set A of actions evaluated by a set of attributes, preferential information is considered in the form of a pairwise comparison table including pairs of actions from subset B⊂A described by stochastic dominance relations on particular attributes and a total order on the decision attribute. Using a rough sets approach for the analysis of the subset of preference relations, a set of decision rules is obtained, and these are applied to a set A\B of potential actions. The rough sets approach of looking for the reduction of the set of attributes gives us the possibility of operating on a multi‐attribute stochastic dominance for a reduced number of attributes. Copyright © 1999 John Wiley & Sons, Ltd.