activity
20182024
most citedImproving and benchmarking of algorithms for decision making with lower previsions

9 citations · 14 across the 4 of their papers we have counts for

collaborators

5 papers

math.ST2024★ 1 cited

Regret-based budgeted decision rules under severe uncertainty

Nawapon Nakharutai, Sébastien Destercke, Matthias C. M. Troffaes

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.…

math.OC2021★ 2 cited

Improving and benchmarking of algorithms for -maximin, -maximax and interval dominance

Nawapon Nakharutai, Matthias C. M. Troffaes, Camila C. S. Caiado

-maximin, -maximax and inteval dominance are familiar decision criteria for making decisions under severe uncertainty, when probability distributions can only be partially id…

math.OC2019★ 9 cited

Improving and benchmarking of algorithms for decision making with lower previsions

Nawapon Nakharutai, Matthias C. M. Troffaes, Camila C. S. Caiado

Maximality, interval dominance, and E-admissibility are three well-known criteria for decision making under severe uncertainty using lower previsions. We present a new fast algorit…

q-fin.MF2019★ 2 cited

Evaluating betting odds and free coupons using desirability

Nawapon Nakharutai, Camila C. S. Caiado, Matthias C. M. Troffaes

In the UK betting market, bookmakers often offer a free coupon to new customers. These free coupons allow the customer to place extra bets, at lower risk, in combination with the u…

math.OC2018

Improved linear programming methods for checking avoiding sure loss

Nawapon Nakharutai, Matthias C. M. Troffaes, Camila C. S. Caiado

We review the simplex method and two interior-point methods (the affine scaling and the primal-dual) for solving linear programming problems for checking avoiding sure loss, and pr…