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

9 citations · 21 across the 5 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★ 7 cited

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…