In this paper we consider decision making under hierarchical imprecise uncertainty models and derive general algorithms to determine optimal actions. Numerical examples illustrate the proposed methods.
Keywords. Decision Making, Generalized Expected Utility, Imprecise Probabilities, Second-Order Uncertainty, Natural Extension, Linear Programming
The paper is availabe in the following formats:
Department of Computer Science,
St. Petersburg Forest Technical Academy
Institutski per. 5,
St. Petersburg, 194021
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