Normal Form Backward Induction for Decision Trees with Coherent Lower Previsions
(2012)
Journal Article
Huntley, N., & Troffaes, M. C. (2012). Normal Form Backward Induction for Decision Trees with Coherent Lower Previsions. Annals of Operations Research, 195(1), 111-134. https://doi.org/10.1007/s10479-011-0968-2
We examine normal form solutions of decision trees under typical choice functions induced by lower previsions. For large trees, finding such solutions is hard as very many strategies must be considered. In an earlier paper, we extended backward induc... Read More about Normal Form Backward Induction for Decision Trees with Coherent Lower Previsions.