Decision making under uncertainty when preference information is incomplete
Benjamin Armbruster; Erick Delage
| Year of publication: |
2015
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|---|---|
| Authors: | Armbruster, Benjamin ; Delage, Erick |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 61.2015, 1, p. 111-128
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| Subject: | expected utility | robust optimization | stochastic dominance | certainty equivalent | Erwartungsnutzen | Expected utility | Entscheidung unter Unsicherheit | Decision under uncertainty | Entscheidung | Decision | Stochastischer Prozess | Stochastic process | Risiko | Risk | Robustes Verfahren | Robust statistics | Präferenztheorie | Theory of preferences | Entscheidung unter Risiko | Decision under risk |