Dines: A possibility of direct decision making within the frame of ines
Comparing algorithms based on marginal problem
The paper deals with practical aspects of decision making under uncertainty on finite sets. The model is based on marginal problem. Numerical behaviour of 10 different algorithms is compared in form of a study case on the data from the field of rheumatology. (Five of the algorithms types were suggested by A. Perez.) The algorithms (expert systems, inference engines) are studied in different situations (combinations of parameters).
Conditional problem for objective probability
Marginal problem (see [Kel]) consists in finding a joint distribution whose marginals are equal to the given less-dimensional distributions. Let’s generalize the problem so that there are given not only less-dimensional distributions but also conditional probabilities. It is necessary to distinguish between objective (Kolmogorov) probability and subjective (de Finetti) approach ([Col,Sco]). In the latter, the coherence problem incorporates both probabilities and conditional probabilities in a unified...
An application of conjugate duality for numerical solution of continuous convex optimal control problems
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