Decision Under Ignorance: A Comparison of Existing Criteria

In this study, we compare the behavior of classic Hurwicz criterion with three more recent criteria [Formula: see text]-anchor, [Formula: see text] and [Formula: see text]. This evaluation is realized on linear optimization problems with uncertain costs coefficients taking into account the risk aver...

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Detalles Bibliográficos
Autores principales: Krug, Zoé, Guillaume, Romain, Battaïa, Olga
Formato: Online Artículo Texto
Lenguaje:English
Publicado: 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7274335/
http://dx.doi.org/10.1007/978-3-030-50146-4_13
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author Krug, Zoé
Guillaume, Romain
Battaïa, Olga
author_facet Krug, Zoé
Guillaume, Romain
Battaïa, Olga
author_sort Krug, Zoé
collection PubMed
description In this study, we compare the behavior of classic Hurwicz criterion with three more recent criteria [Formula: see text]-anchor, [Formula: see text] and [Formula: see text]. This evaluation is realized on linear optimization problems with uncertain costs coefficients taking into account the risk aversion of the decision maker. The uncertainty is represented by a scenario set.
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spelling pubmed-72743352020-06-05 Decision Under Ignorance: A Comparison of Existing Criteria Krug, Zoé Guillaume, Romain Battaïa, Olga Information Processing and Management of Uncertainty in Knowledge-Based Systems Article In this study, we compare the behavior of classic Hurwicz criterion with three more recent criteria [Formula: see text]-anchor, [Formula: see text] and [Formula: see text]. This evaluation is realized on linear optimization problems with uncertain costs coefficients taking into account the risk aversion of the decision maker. The uncertainty is represented by a scenario set. 2020-05-18 /pmc/articles/PMC7274335/ http://dx.doi.org/10.1007/978-3-030-50146-4_13 Text en © Springer Nature Switzerland AG 2020 This article is made available via the PMC Open Access Subset for unrestricted research re-use and secondary analysis in any form or by any means with acknowledgement of the original source. These permissions are granted for the duration of the World Health Organization (WHO) declaration of COVID-19 as a global pandemic.
spellingShingle Article
Krug, Zoé
Guillaume, Romain
Battaïa, Olga
Decision Under Ignorance: A Comparison of Existing Criteria
title Decision Under Ignorance: A Comparison of Existing Criteria
title_full Decision Under Ignorance: A Comparison of Existing Criteria
title_fullStr Decision Under Ignorance: A Comparison of Existing Criteria
title_full_unstemmed Decision Under Ignorance: A Comparison of Existing Criteria
title_short Decision Under Ignorance: A Comparison of Existing Criteria
title_sort decision under ignorance: a comparison of existing criteria
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7274335/
http://dx.doi.org/10.1007/978-3-030-50146-4_13
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