Computing Minimax Decisions with Incomplete Observations
Thijs van Ommen · UvA-DARE (University of Amsterdam) · 2017
Decision makers must often base their decisions on incomplete (coarse) data. Recent research has shown that in a wide variety of coarse data problems, minimax optimal strategies can be recognized using a simple probabilistic condition. This paper develops a computational method to find such strategies in special cases, and shows what difficulties may arise in more general cases.