The value of perfect information as a risk measure
Year of publication: |
2004
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Authors: | Pflug, Georg |
Published in: |
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.). - Berlin : Springer, ISBN 3-540-40506-2. - 2004, p. 275-291
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Subject: | Entscheidung unter Unsicherheit | Decision under uncertainty | Informationswert | Information value | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Risiko | Risk | Theorie | Theory |
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