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关于Dempster-Shafer理论中一个决策论装置中的ρ

On rho in a Decision-Theoretic Apparatus of Dempster-Shafer Theory

Johan Schubert

摘要:

Thomas M. Strat开发了一种用于Dempster-Shafer理论的决策理论装置(Decision analysis using belief functions,Intern. J.近似值原因的4(5/6),391-417,1990)。在该装置中,针对不同的选择构造期望效用区间。具有最高期望效用的选择比其他选择更可取。然而,当一个选择的期望效用区间包含在另一个选择的期望效用区间中时,要找到首选选择,就必须在区间中插入一个识别点。这是通过参数ρ来完成的,ρ被定义为每个非单点焦元的效用的模糊性将变得尽可能有利的概率。如果有几个不同的决策者,我们有时可能更感兴趣的是在决策者中拥有最高的预期效用,而不是只试图最大化我们自己的预期效用,而不管其他决策者的选择。每个选择的偏好由产生最高期望效用的概率决定。该概率等于rho的最大区间长度,在该区间长度下,备选方案是优选的。在这里,我们不仅必须考虑其他决策者已经做出的选择,而且还必须考虑我们可以假设的后来的决策者做出的理性选择。在斯特拉特仪器中,必须对ρ的值做出一个假设,而这个假设是没有证据支持的。我们证明,没有这样的假设是必要的。假设rho的概率分布是均匀的,就足以辨别出最优的选择。我们讨论这种方法何时是合理的。

英文摘要:

Thomas M. Strat has developed a decision-theoretic apparatus for Dempster-Shafer theory (Decision analysis using belief functions, Intern. J. Approx. Reason. 4(5/6), 391-417, 1990). In this apparatus, expected utility intervals are constructed for different choices. The choice with the highest expected utility is preferable to others. However, to find the preferred choice when the expected utility interval of one choice is included in that of another, it is necessary to interpolate a discerning point in the intervals. This is done by the parameter rho, defined as the probability that the ambiguity about the utility of every nonsingleton focal element will turn out as favorable as possible. If there are several different decision makers, we might sometimes be more interested in having the highest expected utility among the decision makers rather than only trying to maximize our own expected utility regardless of choices made by other decision makers. The preference of each choice is then determined by the probability of yielding the highest expected utility. This probability is equal to the maximal interval length of rho under which an alternative is preferred. We must here take into account not only the choices already made by other decision makers but also the rational choices we can assume to be made by later decision makers. In Strats apparatus, an assumption, unwarranted by the evidence at hand, has to be made about the value of rho. We demonstrate that no such assumption is necessary. It is sufficient to assume a uniform probability distribution for rho to be able to discern the most preferable choice. We discuss when this approach is justifiable.

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