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Decision making under model uncertainty : Fréchet-Wasserstein mean preferences

Petracou, Electra V.; Xepapadeas, Anastasios; … - In: Management science : journal of the Institute for … 68 (2022) 2, pp. 1195-1211

Persistent link: https://www.econbiz.de/10012878940

Distributionally robust stochastic optimization with Wasserstein distance

Gao, Rui; Kleywegt, Anton - In: Mathematics of operations research 48 (2023) 2, pp. 603-655

Persistent link: https://www.econbiz.de/10014314839

Distributionally robust optimization under a decision-dependent ambiguity set with applications to machine scheduling and humanitarian logistics

Noyan, Nilay; Rudolf, Gábor; Lejeune, Miguel - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 2, pp. 729-751

Persistent link: https://www.econbiz.de/10013361345

Subjective expected utility and psychological gambles

Cassese, Gianluca - 2023

Persistent link: https://www.econbiz.de/10014470680

Decision making in times of Knightian uncertainty : an info-gap perspective

Ben-Haim, Yakov; Demertzis, Maria - 2016

be interpreted as a cost of robustness. They show that the robustness analysis can lead to a reversal of policy …-probabilistic approach available in the literature. They also consider conceptual proxies for robustness and demonstrate their use in …

Persistent link: https://www.econbiz.de/10011544781