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Computing Upper and Lower Bounds in Interval Decision Trees
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- Danielson, Mats (author)
- KTH,Data- och systemvetenskap, DSV,Stockholm University
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- Ekenberg, Love (author)
- KTH,Mittuniversitetet,Institutionen för informationsteknologi och medier (-2013),Data- och systemvetenskap, DSV
- (creator_code:org_t)
- Elsevier BV, 2007
- 2007
- English.
- In: European Journal of Operational Research. - : Elsevier BV. - 0377-2217 .- 1872-6860. ; 181:2, s. 808-816
- Journal article (peer-reviewed)
Abstract
Subject headings
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- This article presents algorithms for computing optima in decision trees with imprecise probabilities and utilities. In tree models involving uncertainty expressed as intervals and/or relations, it is necessary for the evaluation to compute the upper and lower bounds of the expected values. Already in its simplest form, computing a maximum of expectancies leads to quadratic programming (QP) problems. Unfortunately, standard optimization methods based on QP (and BLP - bilinear programming) are too slow for the evaluation of decision trees in computer tools with interactive response times. Needless to say, the problems with computational complexity are even more emphasized in multi-linear programming (MLP) problems arising from multi-level decision trees. Since standard techniques are not particularly useful for these purposes, other, non-standard algorithms must be used. The algorithms presented here enable user interaction in decision tools and are equally applicable to all multi-linear programming problems sharing the same structure as a decision tree.
Subject headings
- NATURVETENSKAP -- Data- och informationsvetenskap -- Datavetenskap (hsv//swe)
- NATURAL SCIENCES -- Computer and Information Sciences -- Computer Sciences (hsv//eng)
- NATURVETENSKAP -- Data- och informationsvetenskap (hsv//swe)
- NATURAL SCIENCES -- Computer and Information Sciences (hsv//eng)
Keyword
- Bilinear programming
- Decision analysis
- Decision trees
- Multi-linear programming
- Computer science
- Datavetenskap
- Information technology
Publication and Content Type
- ref (subject category)
- art (subject category)
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