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  • Search: subject:"Decision analysis under uncertainty"
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Subject
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Decision analysis under uncertainty 3 Decision under uncertainty 2 Entscheidung unter Unsicherheit 2 Incomplete information 2 Risiko 2 Risk 2 Utility theory 2 CVaR 1 Decision 1 Entscheidung 1 Mathematical programming 1 Mathematische Optimierung 1 Nutzen 1 Nutzenfunktion 1 Nutzentheorie 1 Risikoaversion 1 Risk aversion 1 Risk aversion, 1 Stochastic process 1 Stochastic programming 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Unvollkommene Information 1 Utility 1 Utility function 1
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Undetermined 2
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 1
Author
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Ackooij, Wim van 1 García-Bertrand, Raquel 1 Mínguez, Roberto 1 Podinovski, Vladislav V. 1 Podinovskij, Vladislav V. 1
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European journal of operational research : EJOR 2 European Journal of Operational Research 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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Constraint generation for risk averse two-stage stochastic programs
Mínguez, Roberto; Ackooij, Wim van; García-Bertrand, … - In: European journal of operational research : EJOR 288 (2021) 1, pp. 194-206
Persistent link: https://www.econbiz.de/10012496548
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Decision making under uncertainty with unknown utility function and rank-ordered probabilities
Podinovski, Vladislav V. - In: European Journal of Operational Research 239 (2014) 2, pp. 537-541
We consider the ranking of decision alternatives in decision analysis problems under uncertainty, under very weak assumptions about the type of utility function and information about the probabilities of the states of nature. Namely, the following two assumptions are required for the suggested...
Persistent link: https://www.econbiz.de/10011097716
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Cover Image
Decision making under uncertainty with unknown utility function and rank-ordered probabilities
Podinovskij, Vladislav V. - In: European journal of operational research : EJOR 239 (2014) 2, pp. 537-541
Persistent link: https://www.econbiz.de/10010407807
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