Record number :
Title of article :
A computation method in robust Bayesian decision theory Original Research Article
Author/Authors :
Christophe Abraham، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Pages :
From page :
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Abstract :
We propose a method for computing the range of the optimal decisions when the utility function runs through a class image. The class image has constraints on the values and the shape of the utility functions. A discretization method enables to easily approximate the optimal decision associated with a particular utility function image. The range of optimal decisions is computed by a Monte Carlo optimization method. An example is provided with numerical results.
Keywords :
Monte Carlo optimization , Simulated annealing , Global robustness , Class of utility functions , Discretization , Optimal decisions
Journal title :
International Journal of Approximate Reasoning
Link To Document :