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Computing Upper and Lower Bounds in Interval Decision Trees
Stockholm University.
Mid Sweden University, Faculty of Science, Technology and Media, Department of Information Technology and Media.ORCID iD: 0000-0002-0665-1889
Responsible organisation
2007 (English)In: European Journal of Operational Research, ISSN 0377-2217, E-ISSN 1872-6860, Vol. 181, no 2, 808-816 p.Article in journal (Refereed) Published
Abstract [en]

This article presents algorithms for computing optima in decision trees with imprecise probabilities and utilities. In tree models involving uncertainty expressed as intervals and/or relations, it is necessary for the evaluation to compute the upper and lower bounds of the expected values. Already in its simplest form, computing a maximum of expectancies leads to quadratic programming (QP) problems. Unfortunately, standard optimization methods based on QP (and BLP - bilinear programming) are too slow for the evaluation of decision trees in computer tools with interactive response times. Needless to say, the problems with computational complexity are even more emphasized in multi-linear programming (MLP) problems arising from multi-level decision trees. Since standard techniques are not particularly useful for these purposes, other, non-standard algorithms must be used. The algorithms presented here enable user interaction in decision tools and are equally applicable to all multi-linear programming problems sharing the same structure as a decision tree.

Place, publisher, year, edition, pages
2007. Vol. 181, no 2, 808-816 p.
Keyword [en]
Bilinear programming, Decision analysis, Decision trees, Multi-linear programming
National Category
Computer Science
Identifiers
URN: urn:nbn:se:miun:diva-4034DOI: 10.1016/j.ejor.2006.06.030ISI: 000245754200022Scopus ID: 2-s2.0-33947155181Local ID: 4962OAI: oai:DiVA.org:miun-4034DiVA: diva2:29066
Note

VR-Computer Science

Available from: 2008-09-30 Created: 2009-11-02 Last updated: 2016-10-04Bibliographically approved

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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf