Robust decision making using a general utility set
Jian Hu, Manish Bansal, Sanjay Mehrotra
| Year of publication: |
1 September 2018
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| Authors: | Hu, Jian ; Bansal, Manish ; Mehrotra, Sanjay |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 269.2018, 2 (1.9.), p. 699-714
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| Subject: | Stochastic programming | Robust optimization | Utility function | Ambiguity in taste | Portfolio optimization | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Nutzenfunktion | Nutzen | Utility | Entscheidung unter Unsicherheit | Decision under uncertainty | Stochastischer Prozess | Stochastic process | Entscheidung | Decision | Entscheidungstheorie | Decision theory | Erwartungsnutzen | Expected utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2018.02.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011864436