Data-based decisions under imprecise probability and least favorable models

DOI10.1016/J.IJAR.2008.03.009MaRDI QIDQ962888zbMATH OpenOpenAlexFDO

Authors Robert Hable

Publication date 7 April 2010

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ijar.2008.03.009

zbMATH Keywords

coherent upper previsiondecision theoryequivalence of modelsHuber-Strassen theoryimprecise probabilityLe Camleast favorable modelrobust statistics

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Statistical decision theory (62C99)

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Cited in

(4)

• Information efficient learning of complexly structured preferences: elicitation procedures and their application to decision making under uncertainty
• Improving and benchmarking of algorithms for decision making with lower previsions
• A minimum distance estimator in an imprecise probability model -- computational aspects and applications
• Finite approximations of data-based decision problems under imprecise probabilities

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