Optimal decisions under complex uncertainty – basic notions and a general algorithm for data‐based decision making with partial prior knowledge described by interval probability

DOI10.1002/zamm.200410151zbMath1056.62009OpenAlexW2116530682MaRDI QIDQ4651745

Publication date: 22 February 2005

Published in: ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/zamm.200410151

zbMATH Keywords

decision making Choquet integral risk ambiguity expert systems random sets imprecise probabilities belief functions capacities interval probability generalized risk \(\Gamma\)-minimax principle generalized expected loss

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Foundations and philosophical topics in statistics (62A01) Applications of mathematical programming (90C90) Linear programming (90C05) Statistical decision theory (62C99)

Related Items (11)

Kurt Weichselberger's contribution to imprecise probabilities and statistical inference ⋮ Decision making under incomplete data using the imprecise Dirichlet model ⋮ Blending Bayesian and frequentist methods according to the precision of prior information with applications to hypothesis testing ⋮ Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors ⋮ Law of large numbers under Choquet expectations ⋮ Generalized basic probability assignments ⋮ Finite approximations of data-based decision problems under imprecise probabilities ⋮ Do we have enough data? Robust reliability via uncertainty quantification ⋮ The central limit theorem for capacities ⋮ A new proof for the generalized law of large numbers under Choquet expectation ⋮ Hybrid reliability analysis with both random and probability-box variables

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