Finding an Optimal Decisions’ Subset by Minimaximax Regret Criterion Regarding Instability of the Decision Function

Background. A generalization of the minimax regret criterion is represented as even the best-assurance minimax regret criterion comes inconsistent under instable evaluations of decision situations. Objective. The goal is to formulate the minimaximax regret criterion. Methods. Unlike the classi...

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Bibliographic Details
Main Author: Vadim V. Romanuke
Format: Article
Language:English
Published: Igor Sikorsky Kyiv Polytechnic Institute 2017-10-01
Series:Наукові вісті Національного технічного університету України "Київський політехнічний інститут"
Subjects:
Online Access:http://bulletin.kpi.ua/article/view/105535/pdf_255