Info-gap Decision Theory - Decision Rules

Decision Rules

Based on these function, one can then decided on a course of action by optimizing for uncertainty: choose the decision which is most robust (can withstand the greatest uncertainty; "satisficing"), or choose the decision which requires the least uncertainty to achieve a windfall.

Formally, optimizing for robustness or optimizing for opportuneness yields a preference relation on the set of decisions, and the decision rule is the "optimize with respect to this preference".

In the below, let be the set of all available or feasible decision vectors .

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