论文标题
在不确定性下计划规划的最小决策规则
Minimax decision rules for planning under uncertainty
论文作者
论文摘要
通常，使用Minimax规则在将来会发生什么不确定性时做出计划的决策。 minimax遗憾是其中的一个流行版本。我们通过一组可能的未来情况对Minimax规则的行为进行分析。 Minimax规则的使用避免了确定每种情况的概率，这在许多公共部门设置中都是一个有吸引力的功能。但是，Minimax规则将对场景的选择具有敏感性。在许多情况下，使用Minimax方法将意味着对场景上可能被视为任意概率的要求取代了相似的任意选择，对少数特定方案的选择类似。我们研究了这一现象。当使用基于后悔的规则时，也出现了问题，因为无关的替代品的独立性失败了，这可能会带来游戏过程的机会。我们对这些现象的分析考虑了从$ r^n $中选择决策变量的情况，以及具有有限决策选择的案例。
It is common to use minimax rules to make decisions for planning when there is great uncertainty on what will happen in the future. Minimax regret is one popular version of this. We give an analysis of the behaviour of minimax rules in the case with a finite set of possible future scenarios. The use of minimax rules avoids the need to determine probabilities for each scenario, which is an attractive feature in many public sector settings. However, minimax rules will have sensitivity to the choice of scenarios. In many cases using a minimax approach will mean the requirement for what may be regarded as arbitrary probabilities on scenarios is replaced by a similarly arbitrary choice of a very small number of specific scenarios. We investigate this phenomenon. When regret-based rules are used there are also problems arising since the independence of irrelevant alternatives property fails, which can lead to opportunities to game the process. Our analysis of these phenomena considers cases where the decision variables are chosen from a convex set in $R^n$, as well as cases with a finite set of decision choices.
