### Table 3. Optimal Decisions for IT Acquisition Projects under Uncertainty

"... In PAGE 23: ... Again, the difference between the value of the investment opportunity, F(C,K,t), and expected Net Present Value, NPV(C,K,t), gives the value of the option that the organization has for waiting before investing in the IT asset. Table3 shows the different situations that may be encountered when evaluating IT investment projects of the type being modeled. Whenever the difference between F(C,K,t) and NPV(C,K,t) is positive, the optimal decision is to wait (if possible) before proceeding with the acquisition of the IT asset, even if the NPV rule would recommend to acquire the IT asset immediately (NPV(C,K,t) gt; 0).... ..."

### Table 3: The set of possible situation models which could be produced under each representational scheme.

1990

"... In PAGE 3: ...d as unclear responses. We return to this point below. To implement the situational models themselves two dif- ferent representational schemes were investigated, which we label probabilistic and reason-based . Table3 shows the set of candidate situational models which could be considered under each representational scheme. Each situational model is intended to represent a single possible state of the world (we refer to these as possible worlds , although the term is not used in its formal sense).... In PAGE 4: ... Supporting and opposing reasons provide qualitative but inconclusive evidence for or against the proposition, respec- tively. Table3 shows the candidate situational models which can be chosen from by the Build Model process using the reason-based representational scheme. This set of candidates Table 5: Proportion of compatible models produced for each stimulus under the probabilistic representational scheme.... ..."

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### Table 2. Examples of Situational Models.

"... In PAGE 5: ...g., Table2 ) apply existing theory to situations typically unsuited to empirical investigation to validate theory under those conditions. Both theory-building and situational simulations are useful for examining robustness of propositions under scenarios in which some or all key independent variables are changed.... ..."

### Table 1: Optimal Policies under Parameter Uncertainty

1999

"... In PAGE 20: ... For present purposes, we de ne the allowable parameter region to include model coef- cients relating to the interest-sensitivity of spending that lie within two standard errors of their point estimates and coe cients relating to the slope of the Phillips curve that lie within one standard error of their point estimates.6 The upper portion of Table1 shows the optimal simple rules for ve values of , assuming no parameter uncertainty. The lower portion of the table shows the corre- sponding robust control simple rules.... ..."

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### Table 1: Optimal Policies under Parameter Uncertainty

1999

"... In PAGE 20: ... For present purposes, we de#0Cne the allowable parameter region to include model coef- #0Ccients relating to the interest-sensitivityofspending that lie within two standard errors of their point estimates and coe#0Ecients relating to the slope of the Phillips curve that lie within one standard error of their point estimates. 6 The upper portion of Table1 shows the optimal simple rules for #0Cvevalues of #15, assuming no parameter uncertainty. The lower portion of the table shows the corre- sponding robust control simple rules.... ..."

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### Table 1 : Representing uncertainty with classical logic

"... In PAGE 2: ... Probabilistic Argumentation Systems Classical logic cannot be used to represent, handle and compute numerical uncertainty [vR86], nevertheless, it is one of the simplest as well as one of the most powerful ways to encode knowledge, for the purpose of reasoning (making inferences) from that knowledge. But is it really impossible to represent uncertainty with classical logic ? In fact, if we add a certain type of propositional symbols called assumptions to represent uncertainty, we can model uncertain facts and rules, as shown in Table1 . Facts and rules are true under the condition that specific assumptions are true.... ..."

### Table v: Investment under uncertainty model with irreversibility (three years perspective)

2000

### Table vii: Investment under uncertainty model with irreversibility (three years perceptive)

2000

### Table 1. Optimal Decisions for IT Development Projects under Uncertainty

"... In PAGE 14: ... The difference between the value of the investment opportunity, F(V,K) and NPV(V,K) gives the value of the option that the organization has for waiting before investing in the IT asset and the option to stop investing if conditions deteriorate. Table1 shows the different situations that may be encountered in an IT development project. Whenever the difference between F(V,K) and NPV(V,K) is positive and V lt;V*(K), the optimal decision is to wait (if possible) before proceeding with the acquisition of the IT asset, even if the NPV rule would recommend to acquire the IT asset immediately (NPV(C,t) gt; 0).... ..."

### Table 1. Practical Reasoning Situations (cf. [2])

1999

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