Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making
Year of publication: |
2023
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Authors: | Wang, Wei ; Xu, Huifu |
Published in: |
Computational management science. - Heidelberg : Springer, ISSN 1619-6988, ZDB-ID 2107564-5. - Vol. 20.2023, 1, Art.-No. 45, p. 1-51
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Subject: | Anscombe-Aumann’s framework | Dependent joint ambiguity set | PRSDRM | SDRM | State-dependent act | State-dependent preference | Entscheidung | Decision | Risikomaß | Risk measure | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty | Erwartungsnutzen | Expected utility | Präferenztheorie | Theory of preferences |
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