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- W2143091247 abstract "In decision analysis, uncertainty is usually described in the framework of probability. However, a large number of experimental and theoretical studies showed that a single nature of probability does not accurately capture human preferences. To avoid this drawback, they use imprecise probabilities. But, as decision maker is usually uncertain about first-order imprecise probabilities, imprecise hierarchical probability models are used. For most of such models, the second levels are precise. There also exist studies on two-level imprecise hierarchical models, which use imprecise probabilities or possibilities at the second level. Most of these works are based on lower prevision theory leading to a large number of optimization problems. In the present paper, we propose an imprecise hierarchical decision-making model where the first and the second level are described by interval probabilities. The method associates with the construction of a nonadditive measure as a lower prevision and uses this capacity in Choquet integral for constructing a utility function." @default.
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- W2143091247 date "2013-11-25" @default.
- W2143091247 modified "2023-10-01" @default.
- W2143091247 title "Decision Making with Second-Order Imprecise Probabilities" @default.
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- W2143091247 doi "https://doi.org/10.1002/int.21630" @default.
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