We develop a theory of optimal stopping problems under ambiguity in continuous time. Using results from (backward … from the agent's ambiguity aversion. We show how to use these general results for search problems and American Options. …

simulation these Levene type tests in terms of robustness and power. …

distributions, these two tables of values were compared with respect to robustness to types I and II errors through Monte Carlo …

depend on robustness properties of the solution concepts adopted. Chapter 1 discusses recent results in this research area … attention in the literature (namely, the distinction between knowledge and certainty), raising novel questions of robustness …

certain proportion of outliers. Besides robustness, efficiency is another desirable property. Researchers try to find … robustness and efficiency of a class of estimators that we call [subscript n]C[subscript k ]estimators are investigated. Special …

the policy that maximizes robustness to unstructured uncertainty. …

robust. But robustness, in the sense of assurance against extreme outcomes, ordinarily is not the only desideratum in … the risk of a successful attack by inspecting more vessels, we show that robustness against the failure to guarantee a … minimum level of expected utility might not be monotonic. Robustness modeling based on expected utility and incorporating …