OATAO - Open Archive Toulouse Archive Ouverte Open Access Week

Sequential decision making under ordinal uncertainty: a qualitative alternative to the Hurwicz criterion

Fargier, Hélène and Guillaume, Romain Sequential decision making under ordinal uncertainty: a qualitative alternative to the Hurwicz criterion. (2020) International Journal of Approximate Reasoning, 116. 1-18. ISSN 0888-613X

[img]
Preview
(Document in English)

PDF (Author's version) - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader
1MB

Official URL: https://doi.org/10.1016/j.ijar.2019.10.001

Abstract

This paper focuses on sequential qualitative decision problems, where no probability distribution on the states that may follow an action is available. New qualitative criteria that are based on ordinal uninorms and namely R⁎ and R⁎ are proposed. Like the Hurwicz criterion, the R⁎ and R⁎ uninorms arbitrate between pure pessimism and pure optimism, and generalize the Maximin and Maximax criteria. But contrarily to the Hurwicz criterion they are associative, purely ordinal and compatible with Dynamic Consistency and Consequentialism. These important properties allow the construction of an optimal strategy in polytime, following an algorithm of Dynamic Programming. Making a step further, we then generalize ⁎ to qualitative decision under possibilistic uncertainty, proposing an alternative to the classical optimistic and pessimistic criteria used for the computation of optimal strategies in possibilistic decision trees.

Item Type:Article
HAL Id:hal-02887778
Audience (journal):International peer-reviewed journal
Uncontrolled Keywords:
Institution:Université de Toulouse > Institut National Polytechnique de Toulouse - Toulouse INP (FRANCE)
French research institutions > Centre National de la Recherche Scientifique - CNRS (FRANCE)
Université de Toulouse > Université Toulouse III - Paul Sabatier - UT3 (FRANCE)
Université de Toulouse > Université Toulouse - Jean Jaurès - UT2J (FRANCE)
Université de Toulouse > Université Toulouse 1 Capitole - UT1 (FRANCE)
Laboratory name:
Statistics:download
Deposited On:01 Jul 2020 14:10

Repository Staff Only: item control page