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ISIPTA
2003
IEEE

Decision Making with Imprecise Second-Order Probabilities

13 years 9 months ago
Decision Making with Imprecise Second-Order Probabilities
In this paper we consider decision making under hierarchical imprecise uncertainty models and derive general algorithms to determine optimal actions. Numerical examples illustrate the proposed methods. Keywords decision making, generalized expected utility, imprecise probabilities, second-order uncertainty, natural extension, linear programming
Lev V. Utkin
Added 04 Jul 2010
Updated 04 Jul 2010
Type Conference
Year 2003
Where ISIPTA
Authors Lev V. Utkin
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