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
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
Germany
E-mail addresses:
| Lev Utkin | lvu@utkin.usr.etu.spb.ru |
| Thomas Augustin | thomas@stat.uni-muenchen.de |
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