A general approach to decision making with interval probabilities

被引:5
作者
Engemann, KJ [1 ]
Yager, RR [1 ]
机构
[1] Iona Coll, New Rochelle, NY 10801 USA
关键词
interval probability; decision analysis; decision maker's optimism; entropy; ordered weighted averaging operator; belief function; effective probability;
D O I
10.1080/03081070108960738
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
We propose a general method for decision making in situations in which our information about the relevant probabilities is available in the form of intervals. A key component of this approach is our algorithm which is used to resolve the imprecise probabilities. This algorithm makes considerable use of the decision maker's attitude as expressed in a scale with optimistic and pessimistic as its poles.
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页码:623 / 647
页数:25
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