Imprecise reliability: an introductory overview
262 Lev V. Utkin and Frank PA Coolen sources. Some of them may be objective measures
based on relative frequencies or on well-established statistical models. A part of the …
based on relative frequencies or on well-established statistical models. A part of the …
On the impact of robust statistics on imprecise probability models: a review
T Augustin, R Hable - Structural Safety, 2010 - Elsevier
Robust statistics is concerned with statistical methods that still lead to reliable conclusions if
an ideal model is only approximately true. More recently, the theory of imprecise …
an ideal model is only approximately true. More recently, the theory of imprecise …
Concepts for decision making under severe uncertainty with partial ordinal and partial cardinal preferences
We introduce three different approaches for decision making under uncertainty, if (I) there is
only partial (both cardinal and ordinal) information on an agent's preferences and (II) the …
only partial (both cardinal and ordinal) information on an agent's preferences and (II) the …
[PDF][PDF] Анализ риска и принятие решений при неполной информации
ЛВ Уткин - 2007 - levutkin.github.io
Практически во всех прикладных областÿх экономики и техники принÿтие оптимальных
решений и анализ риска ÿвлÿютсÿ одними из важнейших этапов реализации проектов …
решений и анализ риска ÿвлÿютсÿ одними из важнейших этапов реализации проектов …
Distribution of expected utility in decision trees
Evaluation of decision trees in which imprecise information prevails is complicated.
Especially when the tree has some depth, ie consists of more than one level, the effects of …
Especially when the tree has some depth, ie consists of more than one level, the effects of …
[PDF][PDF] Decision Making with Imprecise Second-Order Probabilities.
Decision Making with Imprecise Second-Order Probabilities. Page 555 Decision Making
with Imprecise Second-Order Probabilities LV UTKIN St. Petersburg State Forest Technical …
with Imprecise Second-Order Probabilities LV UTKIN St. Petersburg State Forest Technical …
Normal form backward induction for decision trees with coherent lower previsions
N Huntley, MCM Troffaes - Annals of Operations Research, 2012 - Springer
We examine normal form solutions of decision trees under typical choice functions induced
by lower previsions. For large trees, finding such solutions is hard as very many strategies …
by lower previsions. For large trees, finding such solutions is hard as very many strategies …
Optimal decisions under complex uncertainty–basic notions and a general algorithm for data‐based decision making with partial prior knowledge described by …
T Augustin - ZAMM‐Journal of Applied Mathematics and …, 2004 - Wiley Online Library
A powerful application of decision theory to engineering problems often has failed: The
uncertainty underlying is too complex to be modelled adequately by a (precise) probability …
uncertainty underlying is too complex to be modelled adequately by a (precise) probability …
[PDF][PDF] On the Suboptimality of the Generalized Bayes Rule and Robust Bayesian Procedures from the Decision Theoretic Point of View---a Cautionary Note on …
T Augustin - ISIPTA, 2003 - isipta03.sipta.org
This paper discusses fundamental aspects of inference with imprecise probabilities from the
decision theoretic point of view. It is shown why the equivalence of prior risk and posterior …
decision theoretic point of view. It is shown why the equivalence of prior risk and posterior …
Risk analysis under partial prior information and nonmonotone utility functions
LV Utkin - International Journal of Information Technology & …, 2007 - World Scientific
The main objective of the paper is to investigate the risk analysis problems when a precise
but unknown probability distribution of states of nature belongs to a set of continuous …
but unknown probability distribution of states of nature belongs to a set of continuous …