Topic: "Decision under ignorance: a comparison of existing criteria and applications"
Decision or optimization problems often arise in an uncertain context. Depending on available information, several approaches have been proposed to model this uncertainty. In this talk, we focus on the case of low knowledge on possible states, namely decision under ignorance. In this case the decision-maker is able to give the set of possible values of optimization problem parameters but she/he is not able to differentiate them. We compare a set of criteria that can be used in this case on the example of a linear programming problem and discuss some possible applications.
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