Info-gap decision theory

Info-gap decision theory

Jesse Russell Ronald Cohn

     

бумажная книга



ISBN: 978-5-5131-3693-4

High Quality Content by WIKIPEDIA articles! Info-gap decision theory is a non-probabilistic decision theory that seeks to optimize robustness to failure – or opportuneness for windfall – under severe uncertainty, in particular applying sensitivity analysis of the stability radius type to perturbations in the value of a given estimate of the parameter of interest. It has some connections with Wald`s maximin model; some authors distinguish them, others consider them instances of the same principle.