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This book applies rough set theory and rough approximation technique to real-world multiple objective decision making (MODM) problems. The authors present several techniques in rough approximation and apply them to case studies in engineering, such as particle swarms and transportation. Progressing from theory to application, the text covers rough set theory, probability theory, and fuzzy set theory; multiple objective rough decision making, bi-level, multiple objective rough decision making, stochastic multiple objective rough decision making, and fuzzy multiple objective rough decision making; and the simulated-based intelligent algorithm.