This correspondence surveys six different methodologies for choosing one of a fixed number of alternative actions, when it is uncertain which one of a fixed number of possible states of the world actually holds, and the outcome of each alternative action depends on the state of the world. The six approaches are different from each another primarily in their assumptions about the quality and quantity of information that is available regarding a) the relative possibility or likelihood of the various states of the world, and b) the relative utility of the various outcomes defined by (action, state) pairs. In Section I the methodologies are discussed in general terms, beginning with the more familiar ones such as statistical decision analysis, which assumes an information-rich environment, and proceeding to progressively newer techniques designed to operate on a leaner diet of information. In Section II the six approaches are illustrated using a single example. The order of presentation is reversed, beginning with an information-poor specification of the problem, then adding information to the problem in small increments to allow the use of each of the six techniques in succession. Finally, in Section III the prospects for an integrated approach to decision support that is sensitive to the quality and quantity of information are discussed, and some fruitful areas for further research, are presented.
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