Critère de choix en avenir partiellement incertain

Random payoff games with partial information : one person games against nature

“…Following the development in [5], we assume that each player has some information about the probability that A takes on the value A(k) and that this information takes the form of a partial ordering on the states of nature of A. The partial ordering can be expressed in the following way :…”

“…The standard method of solving (à) is to play a normal minimax game against nature (see [5] and [7] for exampie). This provides a conservative method of décision making when faced with total uncertainty.…”

“…Case (d) can be solved in several different ways depending on the goals of the players. This has been the subject of study in [2] and [3], Case (b) was introduced by Fourgeaud et al in [5]. There the case of a one person random payoff game against nature is analyzed and a method of solution for such a game is given.…”

“…There the case of a one person random payoff game against nature is analyzed and a method of solution for such a game is given. The results of [5] are generalized in section II below. Case (c) represents another type of partial information available to the players which we feel is very realistic in some settings.…”

Une nouvelle méthode d'aide à la décision en avenir incertain

“…Il s'agit par conséquent de s'orienter vers des modèles qui permettent de mieux prendre en compte la qualité et la quantité de l'information disponible sur le futur. Les travaux de Fourgeaud, Lenclud et Sentis [2], repris par Roy [6], Schwartz [9] et Vedder [10] …”