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Computer modeling of human decision making is of large importance for, e.g., sustainable transport, urban development, and online recommendation systems. In this paper we present a model for predicting the behavior of an individual during a…

Artificial Intelligence · Computer Science 2021-01-18 Chenda Zhang , Hedvig Kjellström

We develop a qualitative theory of Markov Decision Processes (MDPs) and Partially Observable MDPs that can be used to model sequential decision making tasks when only qualitative information is available. Our approach is based upon an…

Artificial Intelligence · Computer Science 2013-01-07 Blai Bonet , Judea Pearl

We present a novel variant of decision making based on the mathematical theory of separable Hilbert spaces. This mathematical structure captures the effect of superposition of composite prospects, including many incorporated intentions,…

Mathematical Physics · Physics 2011-03-07 V. I. Yukalov , D. Sornette

Recovering and distinguishing between the strict-preference, indifference and/or indecisiveness parts of a decision maker's preferences is a challenging task but also important for testing theory and conducting welfare analysis. This paper…

Theoretical Economics · Economics 2025-09-15 Georgios Gerasimou

An unconventional approach for optimal stopping under model ambiguity is introduced. Besides ambiguity itself, we take into account how ambiguity-averse an agent is. This inclusion of ambiguity attitude, via an $\alpha$-maxmin nonlinear…

Mathematical Finance · Quantitative Finance 2021-07-15 Yu-Jui Huang , Xiang Yu

We introduce a new approach to modeling uncertainty based on plausibility measures. This approach is easily seen to generalize other approaches to modeling uncertainty, such as probability measures, belief functions, and possibility…

Artificial Intelligence · Computer Science 2016-08-31 Nir Friedman , Joseph Y. Halpern

Unitary quantum theory, having no Born Rule, is non-probabilistic. Hence the notorious problem of reconciling it with the unpredictability and appearance of stochasticity in quantum measurements. Generalising and improving upon the…

Quantum Physics · Physics 2016-09-28 Chiara Marletto

In this paper we analyze two recent axiomatic approaches proposed by Dubois et al and by Giang and Shenoy to qualitative decision making where uncertainty is described by possibility theory. Both axiomtizations are inspired by von Neumann…

Artificial Intelligence · Computer Science 2013-01-14 Phan H. Giang , Prakash P. Shenoy

We propose and axiomatize preferences on a product state space in light of uncertainty regarding the dependency of different payoff-relevant factors. Dependence structures allow to decompose probabilities and allow to pin down behavior…

Theoretical Economics · Economics 2026-05-28 Gerrit Bauch , Lorenz Hartmann

One way to make decisions under uncertainty is to select an optimal option from a possible range of options, by maximizing the expected utilities derived from a probability model. However, under severe uncertainty, identifying precise…

Statistics Theory · Mathematics 2024-03-06 Nawapon Nakharutai , Sébastien Destercke , Matthias C. M. Troffaes

We compare two different ways of quantization a simple sequential game Cat's Dilemma in the context of the debate on intransitive and transitive preferences. This kind of analysis can have essential meaning for the research on the…

Quantum Physics · Physics 2015-05-13 Marcin Makowski

We investigate how the choice of decision makers can be varied under the presence of risk and uncertainty. Our analysis is based on the approach we have previously applied to individual decision makers, which we now generalize to the case…

Physics and Society · Physics 2014-09-03 V. I. Yukalov , D. Sornette

Theory of quantum measurements is often classified as decision theory. An event in decision theory corresponds to the measurement of an observable. This analogy looks clear for operationally testable simple events. However, the situation is…

Quantum Physics · Physics 2015-06-24 V. I. Yukalov , D. Sornette

In this paper, we introduce a new model of selection behavior under risk that describes an essential cognitive process for comparing values of objects and making a selection decision. This model is constructed by the quantum-like approach…

Economics · Quantitative Finance 2018-07-18 Masanari Asano , Irina Basieva , Andrei Khrennikov , Masanori Ohya , Yoshiharu Tanaka

Completeness and transitivity are standard rationality conditions in economics. However, under ambiguity, decision makers sometimes violate these requirements because of the difficulty of forming accurate predictions about ambiguous events.…

Theoretical Economics · Economics 2025-09-16 Kensei Nakamura , Shohei Yanagita

Design-based frameworks of uncertainty are frequently used in settings where the treatment is (conditionally) randomly assigned. This paper develops a design-based framework suitable for analyzing quasi-experimental settings in the social…

Econometrics · Economics 2025-06-17 Ashesh Rambachan , Jonathan Roth

Robust and distributionally robust optimization are modeling paradigms for decision-making under uncertainty where the uncertain parameters are only known to reside in an uncertainty set or are governed by any probability distribution from…

Optimization and Control · Mathematics 2023-07-21 Jianzhe Zhen , Daniel Kuhn , Wolfram Wiesemann

The ideas about decision making under ignorance in economics are combined with the ideas about uncertainty representation in computer science. The combination sheds new light on the question of how artificial agents can act in a dynamically…

Artificial Intelligence · Computer Science 2012-02-20 Phan H. Giang

Decision-making in manufacturing often involves optimizing key process parameters using data collected from simulation experiments. Gaussian processes are widely used to surrogate the underlying system and guide optimization. Uncertainty…

Applications · Statistics 2025-07-30 Yezhuo Li , Qiong Zhang , Madhura Limaye , Gang Li

We consider social welfare functions when the preferences of individual agents and society maximize subjective expected utility in the tradition of Savage. A system of axioms is introduced whose unique solution is the social welfare…

Theoretical Economics · Economics 2021-08-12 Florian Brandl
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