Improving and benchmarking of algorithms for Γ-maximin, Γ-maximax and interval dominance
(2021)
Journal Article
Nakharutai, N., Troffaes, M. C., & Caiado, C. C. (2021). Improving and benchmarking of algorithms for Γ-maximin, Γ-maximax and interval dominance. International Journal of Approximate Reasoning: Uncertainty in Intelligent Systems, 133, 95-115. https://doi.org/10.1016/j.ijar.2021.03.005
Γ-maximin, Γ-maximax and interval dominance are familiar decision criteria for making decisions under severe uncertainty, when probability distributions can only be partially identified. One can apply these three criteria by solving sequences of line... Read More about Improving and benchmarking of algorithms for Γ-maximin, Γ-maximax and interval dominance.