Computing Minimax Decisions with Incomplete Observations
| Authors | |
|---|---|
| Publication date | 2017 |
| Journal | Proceedings of Machine Learning Research |
| Event | 10th International Symposium on Imprecise Probability: Theories and Applications |
| Volume | Issue number | 62 |
| Pages (from-to) | 358-369 |
| Number of pages | 12 |
| Organisations |
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| Abstract | Decision makers must often base their decisions on incomplete (coarse) data. Recent research has shown that in a wide variety of coarse data problems, minimax optimal strategies can be recognized using a simple probabilistic condition. This paper develops a computational method to find such strategies in special cases, and shows what difficulties may arise in more general cases. |
| Document type | Article |
| Note | Proceedings of the Tenth International Symposium on Imprecise Probability: Theories and Applications, 10-14 July 2017 (ISIPTA'17) |
| Language | English |
| Published at | http://proceedings.mlr.press/v62/van-ommen17a.html |
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