Decision making under uncertainty using imprecise probabilities

• Autores: Matthias Troffaes
• Localización: International journal of approximate reasoning, ISSN 0888-613X, Vol. 45, Nº 1, 2007, págs. 17-29
• Idioma: inglés
• Texto completo no disponible (Saber más ...)
• Resumen

  • Various ways for decision making with imprecise probabilities¿admissibility, maximal expected utility, maximality, E-admissibility, G-maximax, G-maximin, all of which are well known from the literature¿are discussed and compared. We generalise a well-known sufficient condition for existence of optimal decisions. A simple numerical example shows how these criteria can work in practice, and demonstrates their differences. Finally, we suggest an efficient approach to calculate optimal decisions under these decision criteria.