"Dice"-sion–making under uncertainty : when can a random decision reduce risk?
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
|
Subject: | stochastic programming | risk measures | distributionally robust optimization | ambiguity aversion | randomized decisions | Entscheidung unter Unsicherheit | Decision under uncertainty | Stochastischer Prozess | Stochastic process | Risiko | Risk | Risikoaversion | Risk aversion | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming | Risikomaß | Risk measure | Entscheidung unter Risiko | Decision under risk | Entscheidung | Decision | Entscheidungstheorie | Decision theory |
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