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Easy and optimal queries to reduce set uncertainty. (English) Zbl 1394.90212
Summary: 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 pairwise 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.
MSC:
90B25 Reliability, availability, maintenance, inspection in operations research
90C40 Markov and semi-Markov decision processes
90C30 Nonlinear programming
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