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Criterios de Savage y Hurwicz

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Criterios de Savage y Hurwicz

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Decisiones bajo incertidumbre

Created by

Itzel Flores
Itzel Flores
Mexico

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Criterios de Savage y HurwiczOnline version

Decisiones bajo incertidumbre

by Itzel Flores
1

En la toma de bajo donde no conocemos las de que ocurra un , recurrimos a criterios analíticos . El criterio de , también llamado minimax , busca la pérdida posible entre todos los escenario , no se enfoca en las ganancias directas , sino en el costo de . Por otro lado , el criterio de ofrece un enfoque más flexible al permitir que el decisor sea subjetivo . Este método utiliza un de , representado por la letra griega alfa , que oscila entre y . Si el decisor es totalmente optimista , alfa será igual a ; si es totalmente , será . Alfa ajusta la confianza en las mejores y peores .

 
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