Abstract
In this paper, we show how to take interval uncertainty into account when solving conflict situations. Algorithms for conflict situations under interval uncertainty are known under the assumption that each side of the conflict maximizes its worst-case expected gain. However, it is known that a more general Hurwicz approach provides a more adequate description of decision making under uncertainty. In this approach, each side maximizes the convex combination of the worst-case and the best-case expected gains. In this paper, we describe how to resolve conflict situations under the general Hurwicz approach to interval uncertainty.
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Acknowledgments
This work was supported in part by the National Science Foundation grants HRD-0734825 and HRD-1242122 (Cyber-ShARE Center of Excellence) and DUE-0926721, and by an award “UTEP and Prudential Actuarial Science Academy and Pipeline Initiative” from Prudential Foundation.
The authors are thankful to the anonymous referees for valuable suggestions.
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Kubica, B.J., Pownuk, A., Kreinovich, V. (2018). What Decision to Make in a Conflict Situation Under Interval Uncertainty: Efficient Algorithms for the Hurwicz Approach. In: Wyrzykowski, R., Dongarra, J., Deelman, E., Karczewski, K. (eds) Parallel Processing and Applied Mathematics. PPAM 2017. Lecture Notes in Computer Science(), vol 10778. Springer, Cham. https://doi.org/10.1007/978-3-319-78054-2_38
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DOI: https://doi.org/10.1007/978-3-319-78054-2_38
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