Abstract
The author obtains two solutions for the uncertainty problem in a multistep decision-making problem for a wide class of preference choice rules in a decision-making system. They are based on the principles of guaranteed and best results, respectively, with the criteria in the form of preferences on decisions defined by an explicitly specified utility function, which parametrically depends on a convex statistical regularity on the set of states and on the utility function on the consequences, which is determined to within a positive linear transformation.
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