Decision Making under Partial Information: Theory and Algorithms

Abstract

The process of assessing υ or u and p is essentially the encoding of the DM’s judgemental inputs in parameters w ∈ W, which inherit the corresponding uniqueness properties. However, in practice the DM may not be ready or able to provide the information necessary to locate w precisely. Instead, she may give some constraints on her judgements, which we shall represent by w ∈ S ⊆ W. We called this decision making under partial information. We study it in this chapter.