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来源类型Article
规范类型其他
DOI10.1155/2014/519512
Implementing second-order decision analysis: concepts, algorithms, and tool.
Larsson A; Kuznetsova A; Caster O; Ekenberg L
发表日期2014
出处Advances in Decision Sciences 519512: 1-8
出版年2014
语种英语
摘要We present implemented concepts and algorithms for a simulation approach to decision evaluation with second-order belief distributions in a common framework for interval decision analysis. The rationale behind this work is that decision analysis with interval-valued probabilities and utilities may lead to overlapping expected utility intervals yielding difficulties in discriminating between alternatives. By allowing for second-order belief distributions over interval-valued utility and probability statements these difficulties may not only be remedied but will also allow for decision evaluation concepts and techniques providing additional insight into a decision problem. The approach is based upon sets of linear constraints together with generation of random probability distributions and utility values from implicitly stated uniform second-order belief distributions over the polytopes given from the constraints. The result is an interactive method for decision evaluation with second-order belief distributions, complementing earlier methods for decision evaluation with interval-valued probabilities and utilities. The method has been implemented for trial use in a user oriented decision analysis software.
主题Risk & ; Resilience (RISK) ; Risk, Policy and Vulnerability (RPV)
URLhttp://pure.iiasa.ac.at/id/eprint/10780/
来源智库International Institute for Applied Systems Analysis (Austria)
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条目标识符http://119.78.100.153/handle/2XGU8XDN/129866
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Larsson A,Kuznetsova A,Caster O,et al. Implementing second-order decision analysis: concepts, algorithms, and tool.. 2014.
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