Choquet Expected Utility framework for decision making under uncertainty is compared with the Expected Utility framework in a scenario involving rare events with potentially catastrophic consequences. The scenario involves detection of suspected criminal activity in a surveillance system. The results of simulation studies show the advantages of using the Choquet framework to model pessimistic attitude of decision maker. The Choquet approach detects threats earlier and with higher probability of detection when compared to Expected Utility approach. The paper outlines the relevant decision theory, provides details of simulation design, and experimental results.

在涉及具有潜在灾难性后果的罕见事件的情况下，将用于不确定情况下决策的Choquet期望效用框架与“期望效用”框架进行了比较。该方案涉及在监视系统中检测可疑犯罪活动。仿真研究的结果表明，使用Choquet框架对决策者的悲观态度进行建模具有优势。与“预期效用”方法相比，“ Choquet”方法可以更早地检测到威胁，并且具有较高的检测概率。本文概述了相关的决策理论，提供了仿真设计和实验结果的详细信息。