Title :
Epistemic utility estimation with valuational convexity
Author :
Morrell, Darryl ; Kafedziski, Venceslav
Author_Institution :
Dept. of Electr. Eng., Arizona State Univ., Tempe, AZ, USA
Abstract :
The results from. D. Morrell (to appear in IEEE Syst. Man Cybern.) are extended to derive an epistemic utility estimator with both credal and valuation convexity. The obtained estimator enables the use of a convex set of information densities in the cases when a single information density cannot be defined. Simulation results illustrating the theory are presented
Keywords :
convex programming; estimation theory; parameter estimation; convex set; credal convexity; epistemic utility estimator; information densities; valuational convexity; Decision making; Equations; Estimation theory; Probability distribution; State estimation; Utility theory;
Conference_Titel :
Circuits and Systems, 1993., ISCAS '93, 1993 IEEE International Symposium on
Conference_Location :
Chicago, IL
Print_ISBN :
0-7803-1281-3
DOI :
10.1109/ISCAS.1993.393843
