Generalised Risk Constraints in Decision Trees with Second-Order Probabilities

机译：具有二阶概率的决策树中的广义风险约束

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Recently, representations and methods analysing decision problems where probabilities and values (utilities) are associated with belief distributions over them (second order representations) have been suggested. In this paper we present an approach to how imprecise information can be modelled by means of second-order distributions and how a risk evaluation process can be elaborated by integrating procedures for numerically imprecise probabilities and utilities. We discuss some shortcomings in the use of the principle of maximising the expected utility and of utility theory in general, and offer remedies by the introduction of supplementary decision rules based on a concept of risk constraints taking advantage of second-order distributions.

机译：最近，已经提出了分析决策问题的表示法和方法，其中概率和价值（效用）与它们上的信念分布（二阶表示法）相关联。在本文中，我们提出了一种方法，该方法探讨了如何通过二阶分布对不精确的信息进行建模，以及如何通过集成数值不精确的概率和效用的过程来完善风险评估过程。我们讨论了使用最大化期望效用原理和一般效用理论的一些缺点，并通过引入基于风险约束的概念的补充决策规则（利用二阶分布）提供了补救措施。

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来源
《Advances in economics, risk management, political and law science》|2012年|376-383|共8页
会议地点 Zlin(CZ)
作者
MATS DANIELSON; LOVE EKENBERG; ARON LARSSON;
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作者单位

Stockholm University Dept. of Computer and Systems Sciences Forum 100, SE-164 40 Kista SWEDEN;

Stockholm University Dept. of Computer and Systems Sciences Forum 100, SE-164 40 Kista SWEDEN;

Stockholm University Dept. of Computer and Systems Sciences Forum 100, SE-164 40 Kista SWEDEN;

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正文语种 eng
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Decision analysis; risk analysis; interval probability; second-order probability; decision rule; utility theory;

机译：决策分析；风险分析;区间概率二阶概率决策规则效用理论;

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1. Second-Order Risk Constraints in Decision Analysis [J] . Axioms . 2014,第1期

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2. A generalised partially observable Markov decision process updated by decision trees for maintenance optimisation [J] . Rafic Faddoul Wassim Raphael Alaa Chateauneuf Structure and Infrastructure Engineering: Maintenance, Management, Life-Cycle Design and Performance . 2011,第10期

机译：由决策树更新的广义局部可观马尔可夫决策过程，用于维护优化
3. A generalised partially observable Markov decision process updated by decision trees for maintenance optimisation [J] . Rafic Faddoul, Wassim Raphael, Alaa Chateauneuf Structure and Infrastructure Engineering . 2011,第9a10期

机译：由决策树更新的广义局部可观马尔可夫决策过程，用于维护优化
4. Fault Tree Analysis of Software-Controlled Component Systems Based on Second-Order Probabilities [C] . Förster Marc, Trapp Mario Software Reliability Engineering, 2009. ISSRE '09 . 2009

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5. Decision-tree probability modeling for HMM speech recognition. [D] . Foote, Jonathan Trumbull. 1994

机译：HMM语音识别的决策树概率建模。
6. Reconciliation of Decision-Making Heuristics Based on Decision Trees Topologies and Incomplete Fuzzy Probabilities Sets [O] . Karel Doubravsky, Mirko Dohnal -1

机译：基于决策树拓扑和不完备模糊概率集的决策启发式对帐
7. Second-Order Risk Constraints in Decision Analysis [O] . Ekenberg, Love, Danielson, Mats, Larsson, Aron, 2014

机译：决策分析中的二阶风险约束

Generalised Risk Constraints in Decision Trees with Second-Order Probabilities

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