Regret-based budgeted decision rules under severe uncertainty

Nawapon Nakharutai, Sébastien Destercke, Matthias C. M. Troffaes

Abstract: Highlights•Propose regret-based decision rules which return a limited number of options.•Study their consistency with respect to standard imprecise probability decision rules.•Provide algorithms for regret-based decision rules and investigate their numerical behaviour.