3rd International Symposium on
Imprecise Probabilities and Their Applications


University of Lugano
Lugano, Switzerland
14-17 July 2003


Lev Utkin, Thomas Augustin

Decision Making with Imprecise Second-Order Probabilities


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

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Authors addresses:

Lev Utkin
Department of Computer Science,
St. Petersburg Forest Technical Academy
Institutski per. 5,
St. Petersburg, 194021

Thomas Augustin
Ludwigstr. 33
D-80539 Munich

E-mail addresses:

Lev Utkin lvu@utkin.usr.etu.spb.ru
Thomas Augustin thomas@stat.uni-muenchen.de

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