SENSITIVITY ANALYSIS IN DECISION THEORY
研究了决策理论中类似线性规划的敏感性分析，探讨最优决策对自然状态概率变化的敏感度，并开发了“置信球”来界定概率向量的任意参数变化，帮助评估概率赋值的精度和最大效用决策的置信度。
ABSTRACT This paper explores linear programming‐like sensitivity analysis in decision theory. In particular, the paper considers the sensitivity of an optimal decision to changes in probabilities of the states of nature and the development of “confidence spheres” to bound arbitrary parametric changes in the probability vector. Such information can be used to assess the accuracy required in assigning probabilities and the confidence in the maximumutility decision.