Tools for decision making under imprecise risk

被引：0
|
作者：
Philippe, F
机构：
[1] Univ Montpellier 3, MIAp, F-34392 Montpellier 5, France
[2] LIRMM, F-34392 Montpellier, France
来源：
STATISTICAL PAPERS | 2002年 / 43卷 / 01期
关键词：
D O I：
10.1007/s00362-001-0088-1
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Generalizing risk, imprecise risk is a situation where available objective information is expressible by a lower probability. We study properties of certain lower probabilities in metrizable spaces. Necessary and sufficient conditions are derived for stability of their cores under image and mixture, which are useful features in applying Expected Utility Theory under imprecise risk.
引用
收藏
页码：95 / 110
页数：16
相关论文
共 50 条
  • [1] Tools for decision making under imprecise risk
    Fabrice Philippe
    [J]. Statistical Papers, 2002, 43 : 95 - 110
  • [2] Decision making under uncertainty using imprecise probabilities
    Troffaes, Matthias C.M.
    [J]. International Journal of Approximate Reasoning, 2007, 45 (01): : 17 - 29
  • [3] Decision making under uncertainty using imprecise probabilities
    Troffaes, Matthias C. M.
    [J]. INTERNATIONAL JOURNAL OF APPROXIMATE REASONING, 2007, 45 (01) : 17 - 29
  • [4] Decision making with imprecise parameters
    Celikyilmaz, Asli
    Turksen, I. Burhan
    [J]. INTERNATIONAL JOURNAL OF APPROXIMATE REASONING, 2010, 51 (08) : 869 - 882
  • [5] Decision making under incomplete data using the imprecise Dirichlet model
    Utkin, L. V.
    Augustin, Th.
    [J]. INTERNATIONAL JOURNAL OF APPROXIMATE REASONING, 2007, 44 (03) : 322 - 338
  • [6] Imprecise probabilistic beliefs as a context for decision-making under ambiguity
    Nehring, Klaus
    [J]. JOURNAL OF ECONOMIC THEORY, 2009, 144 (03) : 1054 - 1091
  • [7] Optimal decision-making in oil extraction under imprecise information
    Hajiyev, H. Q.
    [J]. 12TH INTERNATIONAL CONFERENCE ON APPLICATION OF FUZZY SYSTEMS AND SOFT COMPUTING, ICAFS 2016, 2016, 102 : 453 - 457
  • [8] Decision making under incomplete data using the imprecise Dirichlet model
    Utkin, L. V.
    Augustin, Th.
    [J]. ISIPTA 05-PROCEEDINGS OF THE FOURTH INTERNATIONAL SYMPOSIUM ON IMPRECISE PROBABILITIES AND THEIR APPLICATIONS, 2005, : 359 - 368
  • [9] Decision making under risk
    Rizika, Rozhodovani Za
    [J]. POLITICKA EKONOMIE, 2008, 56 (01) : 129 - 131
  • [10] Foreword: Tools for Decision Making under Vagueness
    Torra, Vicenç
    Narukawa, Yasuo
    [J]. International Journal of Uncertainty, Fuzziness and Knowldege-Based Systems, 2019, 27 (Suppl.1):
12345