In this paper, we show how an investor can incorporate uncertainty about expected returns when choosing a mean … investor is neutral to uncertainty, we consider the case where the investor has multiple priors and is averse to uncertainty … model aversion to uncertainty via a minimization over the set of priors. The multi-prior model has several attractive …

) conflicting issues of production and preservation and iii) robustness with respect to dynamics uncertainties. More specifically … anchovy-hake couple in the Peruvian upwelling ecosystem. We find that accounting for uncertainty significantly reduces the …

In this paper, we show how an investor can incorporate uncertainty about expected returns when choosing a mean … investor is neutral to uncertainty, we consider the case where the investor has multiple priors and is averse to uncertainty … model aversion to uncertainty via a minimization over the set of priors. The multi-prior model has several attractive …

This paper considers the robustness of optimal decisions in a model of monopoly and a model of competitive equilibrium … in a securities market. Robustness, defined as payoffs being continuous with respect to perturbations in the underlying …

understood and guarded. Traditionally, the failure in military command and control (C2) systems has been studied with robustness …, the concept of self-protecting systems and resiliency, the concept of self-healing systems. Robustness and resiliency in C … simultaneous consideration of robustness and resiliency in fuzzy C2 systems. We measure robustness and resiliency with fuzzy repair …