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Cumulant

Research in progress

Decision Rules Under Ambiguous Probabilities

How to choose when the probabilities themselves are uncertain, not just the outcomes.

Status

Research in progress

Version

In progress

Date

2025-12

Authors

Aryan Patel

Abstract

A study of how decisions should be made when the probabilities themselves are uncertain, not only the outcomes. The work examines decision rules under ambiguity and how robust choices change when the underlying distribution is not known.

Research question

How should choices be made when the probabilities themselves are uncertain, not just the outcomes?

Methods

  • Decision under ambiguity
  • Robust decision rules
  • Sensitivity to the assumed distribution

Data

Simulated and public data (planned).

Results

Research in progress. No completed findings are claimed.

Limitations

A developing project; design and scope are still being defined.

Code availability

Not yet available.

Data availability

Planned public and simulated data.

AI disclosure

AI agents assisted with literature retrieval, code generation, analysis support, critique, and drafting. Deterministic systems produced and verified the estimates. A human researcher approved the question, design, interpretation, and release.

Reproduction status

Concept and early analysis.