We present a general way to select an optimal alternative when there i
s some uncertainty about the state of the world. It is shown how this
method can be applied whatever the uncertainty representation used to
model the information about the state of nature: probability distribut
ion, fuzzy set, possibility distribution, a Dempster-Shafer belief str
ucture, or a fuzzy Dempster-Shafer structure. In this general formulat
ion, we show the role of the OWA operators to model the decision maker
's attitude. (C) 1995 John Wiley and Sons, Inc.