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  • 标题:Implementing Second-Order Decision Analysis: Concepts, Algorithms, and Tool
  • 本地全文:下载
  • 作者:Aron Larsson ; Alina Kuznetsova ; Ola Caster
  • 期刊名称:Advances in Decision Sciences
  • 印刷版ISSN:2090-3359
  • 电子版ISSN:2090-3367
  • 出版年度:2014
  • 卷号:2014
  • DOI:10.1155/2014/519512
  • 出版社:Hindawi Publishing Corporation
  • 摘要:We present implemented concepts and algorithms for a simulation approach to decision evaluation with second-order belief distributions in a common framework for interval decision analysis. The rationale behind this work is that decision analysis with interval-valued probabilities and utilities may lead to overlapping expected utility intervals yielding difficulties in discriminating between alternatives. By allowing for second-order belief distributions over interval-valued utility and probability statements these difficulties may not only be remedied but will also allow for decision evaluation concepts and techniques providing additional insight into a decision problem. The approach is based upon sets of linear constraints together with generation of random probability distributions and utility values from implicitly stated uniform second-order belief distributions over the polytopes given from the constraints. The result is an interactive method for decision evaluation with second-order belief distributions, complementing earlier methods for decision evaluation with interval-valued probabilities and utilities. The method has been implemented for trial use in a user oriented decision analysis software.
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