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Generalised Risk Co...
Generalised Risk Constraints in Decision Trees with Second-Order Probabilities
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- Danielson, Mats (författare)
- Stockholms universitet,Institutionen för data- och systemvetenskap,Dept. of Computer and Systems Sciences, Stockholm University
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- Ekenberg, Love (författare)
- Stockholms universitet,Institutionen för data- och systemvetenskap,Dept. of Computer and Systems Sciences, Stockholm University
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- Larsson, Aron (författare)
- Mittuniversitetet,Stockholms universitet,Institutionen för data- och systemvetenskap,Institutionen för informationsteknologi och medier (-2013),ValIT
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(creator_code:org_t)
- World Scientific and Engineering Academy and Society, 2012
- 2012
- Engelska.
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Ingår i: Advances in Economics, Risk Management, Political and Law Science. - : World Scientific and Engineering Academy and Society. - 9781618041234 ; , s. 376-383
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Abstract
Ämnesord
Stäng
- Recently, representations and methods analysing decision problems where probabilities and values (utilities) are associated with belief distributions over them (second order representations) have been suggested. Inthis paper we present an approach to how imprecise information can be modelled by means of second-order distri-butions and how a risk evaluation process can be elaborated by integrating procedures for numerically impreciseprobabilities and utilities. We discuss some shortcomings in the use of the principle of maximising the expectedutility and of utility theory in general, and offer remedies by the introduction of supplementary decision rules basedon a concept of risk constraints taking advantage of second-order distributions.
Ämnesord
- NATURVETENSKAP -- Data- och informationsvetenskap -- Systemvetenskap, informationssystem och informatik (hsv//swe)
- NATURAL SCIENCES -- Computer and Information Sciences -- Information Systems (hsv//eng)
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Datorsystem (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Computer Systems (hsv//eng)
Nyckelord
- Decision analysis
- risk analysis
- interval probability
- second-order probability
- decision rule
- utility theory
- data- och systemvetenskap
- Computer and Systems Sciences
Publikations- och innehållstyp
- ref (ämneskategori)
- kon (ämneskategori)
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