Minimization of regret decision making with Dempster-Shafer uncertainty

We are concerned with the problem of uncertain decision making. The paradigm of decision making using minimization of maximal regret (MMR) is introduced. We discuss a generalization of the MMR method leading to a parameterized family of minimal regret methods. We apply the minimal regret method of decision making to situations in which our uncertainty profile is represented by a Dempster-Shafer belief structure.