UTC - Université de Technologie de Compiègne (Université de Technologie de Compiègne - Centre de Recherche de Royallieu - rue du Docteur Schweitzer- CS 60319 - 60203 COMPIEGNE Cedex - France)
Abstract : In this paper, we address the problem of optimally querying a single expert to reduce set (interval) uncertainty. We propose optimal querying strategies for two particular query formats (local bound and pair wise comparisons) based on two main selection criteria (the minimax and the Bayesian rules). We study the computational aspects of the optimal solution in the general case and for the specific functions of practical interest (monotonic and multi-linear). The use of the proposed approach is illustrated through numerical simulations on a common estimation problem in reliability analysis.
https://hal.archives-ouvertes.fr/hal-01702356 Contributor : mohamed sallakConnect in order to contact the contributor Submitted on : Monday, June 21, 2021 - 9:21:16 PM Last modification on : Friday, April 8, 2022 - 5:06:01 PM Long-term archiving on: : Wednesday, September 22, 2021 - 7:10:26 PM
N. Ben Abdallah, S. Destercke, Mohamed Sallak. Easy and optimal queries to reduce set uncertainty. European Journal of Operational Research, Elsevier, 2017, 256 (2), pp.592-604. ⟨10.1016/j.ejor.2016.06.038⟩. ⟨hal-01702356⟩