What Decision to Make In a Conflict Situation under Interval Uncertainty: Efficient Algorithms for the Hurwzcz Approach

Authors

Bartłomiej Jacek Kubica, Warsaw University of TechnologyFollow
Andrzej Pownuk, The University of Texas at El PasoFollow
Vladik Kreinovich, The University of Texas at El PasoFollow

Publication Date

5-2017

Comments

Technical Report: UTEP-CS-17-38b

To appear in Proceedings of the 12th International Conference on Parallel Processing and Applied Mathematics PPAM'17, Lublin, Poland, September 10-13, 2017

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 know 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.