Abstract: By considering the uncertain character in practical decision procedure, the fuzzy loss functions were induced to decision-theoretic rough set theory (DTRS) based on the BayesianB decision theory. With respect to the minimum Bayesign expected risk, a model of fuzzy decision-theoretic rough set theory (FDTRS) was built. The corresponding propositions and criteria of fuzzy decision-theoretic rough set theory were also analyzed. An example of enterprise credit assessment was given to illuminate the proposed model in applications.

Key words: Decision-theoretic rough set theory, Probabilistic rough set theory, Bayesian decision procedure, Fuzzy number