ISIPTA'09 - SIXTH INTERNATIONAL SYMPOSIUM ON
IMPRECISE PROBABILITY: THEORIES AND APPLICATIONS

Durham University, Department of Mathematical Sciences
Durham, United Kingdom
Tuesday 14 to Saturday 18 July 2009

ELECTRONIC PROCEEDINGS

Malcolm Farrow, Michael Goldstein

Boundary Linear Utility and Sensitivity of Decisions with Imprecise Utility Trade-off Parameters

Abstract

In earlier work we have developed methods for analysing decision problems based on multi-attribute utility hierarchies, structured by mutual utility independence, which are not precisely specified due to unwillingness or inability of an individual or group to agree on precise values for the trade-offs between the various attributes. Our analysis is based on whatever limited collection of preferences we may assert between attribute collections. In this paper we show how to assess the robustness of our selected decision using the properties of boundary linear utility.

Keywords. Robust decisions, imprecise utilities, utility hierarchies, mutual utility independence, boundary linear utility, sensitivity analysis.

Paper Download

The paper is availabe in the following formats:

Plenary talk : Press here to get the file of the presentation.

Poster : Press here to get the file of the poster.


Authors addresses:

Malcolm Farrow
Newcastle University

Michael Goldstein
Department of Mathematical Sciences,
Durham University,
Science Laboratories,
South Road,
Durham.
DH1 3LE
UK

E-mail addresses:

Malcolm Farrow malcolm.farrow@newcastle.ac.uk
Michael Goldstein michael.goldstein@durham.ac.uk


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