"Dice"-sion–making under uncertainty : when can a random decision reduce risk?
Erick Delage, Daniel Kuhn, Wolfram Wiesemann
| Year of publication: |
2019
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|---|---|
| Authors: | Delage, Erick ; Kuhn, Daniel ; Wiesemann, Wolfram |
| 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. 65.2019, 7, p. 3282-3301
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| Subject: | stochastic programming | risk measures | distributionally robust optimization | ambiguity aversion | randomized decisions | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty | Stochastischer Prozess | Stochastic process | Risikoaversion | Risk aversion | Mathematische Optimierung | Mathematical programming | Entscheidung | Decision | Robustes Verfahren | Robust statistics | Entscheidung unter Risiko | Decision under risk | Risikomaß | Risk measure | Entscheidungstheorie | Decision theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2018.3108 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012039992