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Eliciting parameters in decision analysis and fuzzy rationality

机译:在决策分析和模糊理性中引出参数

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A general scheme of parameter elicitation in quantitative decision analysis is presented. It is demonstrated in examples for elicitation of utilities, probabilities, quantiles, and scaling constants. Real decision makers disobey axioms of rational preferences and elicit uncertainty intervals instead of point estimates. That leads to partially non-transitive preferences, and to the introduction of fuzzy rationality. Its influence over the elicitation process is described both within the general scheme and in examples. The interval estimates of utilities and probabilities need to be approximated by point estimates of some sort. As demonstrated, approximation of utilities in fuzzy rational decision analysis does not depend on the probabilities, but the approximation of probabilities is dependent on preferences.
机译:介绍了定量决策分析中的参数诱导的一般方案。在实用程序,概率,量级和缩放常量的示例中证明了它。真正的决策者违反理性偏好的公理,并引出不确定性间隔而不是点估计。这导致部分不传递的偏好,并引入模糊合理性。它在一般方案和实施例中描述了对诱导过程的影响。实用程序和概率的间隔估计需要按某种点估计值近似。如所示,模糊理性决策分析中的实用程序的近似不依赖于概率,但概率的近似依赖于偏好。

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