A survey of decision making and optimization under uncertainty (Q2241216): Difference between revisions

@@ Property / author @@
-Darryl K. Ahner
@@ Property / author: Darryl K. Ahner / rank @@
-Normal rank
@@ Property / author @@
+Darryl K. Ahner
@@ Property / author: Darryl K. Ahner / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10479-019-03431-8
+Normal rank
@@ Property / OpenAlex ID @@
+W2982200588
@@ Property / OpenAlex ID: W2982200588 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust game theory
@@ Property / cites work: Robust game theory / rank @@
+Normal rank
@@ Property / cites work @@
+A Dynamic Programming Approach for a Class of Robust Optimization Problems
+Normal rank
@@ Property / cites work @@
+Sampling Based Approaches for Minimizing Regret in Uncertain Markov Decision Processes (MDPs)
+Normal rank
@@ Property / cites work @@
+Optimal control of partially observable Markovian systems
+Normal rank
@@ Property / cites work @@
+Coherent multiperiod risk adjusted values and Bellman's principle
+Normal rank
@@ Property / cites work @@
+Optimal control of Markov processes with incomplete state information
+Normal rank
@@ Property / cites work @@
+Introduction to Imprecise Probabilities
@@ Property / cites work: Introduction to Imprecise Probabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Measuring Ambiguity Attitudes for All (Natural) Events
+Normal rank
@@ Property / cites work @@
+Distributionally robust self-scheduling optimization with CO\(_2\) emissions constraints under uncertainty of prices
+Normal rank
@@ Property / cites work @@
+A general solution for robust linear programs with distortion risk constraints
+Normal rank
@@ Property / cites work @@
+Q3229784
@@ Property / cites work: Q3229784 / rank @@
+Normal rank
@@ Property / cites work @@
+Decision-Making in a Fuzzy Environment
@@ Property / cites work: Decision-Making in a Fuzzy Environment / rank @@
+Normal rank
@@ Property / cites work @@
+A Soft Robust Model for Optimization Under Ambiguity
+Normal rank
@@ Property / cites work @@
+Q3182207
@@ Property / cites work: Q3182207 / rank @@
+Normal rank
@@ Property / cites work @@
+An overview of robust Bayesian analysis. (With discussion)
+Normal rank
@@ Property / cites work @@
+Constructing Uncertainty Sets for Robust Linear Optimization
+Normal rank
@@ Property / cites work @@
+Theory and Applications of Robust Optimization
@@ Property / cites work: Theory and Applications of Robust Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems
+Normal rank
@@ Property / cites work @@
+Data-driven robust optimization
@@ Property / cites work: Data-driven robust optimization / rank @@
+Normal rank
@@ Property / cites work @@
+The Price of Robustness
@@ Property / cites work: The Price of Robustness / rank @@
+Normal rank
@@ Property / cites work @@
+Recent developments in modeling preferences: Uncertainty and ambiguity
+Normal rank
@@ Property / cites work @@
+Uncertainty averse preferences
@@ Property / cites work: Uncertainty averse preferences / rank @@
+Normal rank
@@ Property / cites work @@
+Choice under uncertainty with the best and worst in mind: Neo-additive capacities
+Normal rank
@@ Property / cites work @@
+Distributionally robust optimization for sequential decision-making
+Normal rank
@@ Property / cites work @@
+Theory of capacities
@@ Property / cites work: Theory of capacities / rank @@
+Normal rank
@@ Property / cites work @@
+The multi-band robust knapsack problem -- a dynamic programming approach
+Normal rank
@@ Property / cites work @@
+Linear Programming under Uncertainty
@@ Property / cites work: Linear Programming under Uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+Q4094173
@@ Property / cites work: Q4094173 / rank @@
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
+Normal rank
@@ Property / cites work @@
+Using mathematical programming to solve factored Markov decision processes with imprecise probabilities
+Normal rank
@@ Property / cites work @@
+Real-time dynamic programming for Markov decision processes with imprecise probabilities
+Normal rank
@@ Property / cites work @@
+Efficient solutions to factored MDPs with imprecise transition probabilities
+Normal rank
@@ Property / cites work @@
+Upper and lower conditional probabilities induced by a multivalued mapping
+Normal rank
@@ Property / cites work @@
+Unifying practical uncertainty representations. I. Generalized \(p\)-boxes
+Normal rank
@@ Property / cites work @@
+On the intuition of rank-dependent utility
@@ Property / cites work: On the intuition of rank-dependent utility / rank @@
+Normal rank
@@ Property / cites work @@
+Robust decomposable Markov decision processes motivated by allocating school budgets
+Normal rank
@@ Property / cites work @@
+On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure
+Normal rank
@@ Property / cites work @@
+Properties of measures of information in evidence and possibility theories
+Normal rank
@@ Property / cites work @@
+Possibility theory, probability theory and multiple-valued logics: a clarification
+Normal rank
@@ Property / cites work @@
+Decision-theoretic foundations of qualitative possibility theory
+Normal rank
@@ Property / cites work @@
+Expected utility theory without the completeness axiom.
+Normal rank
@@ Property / cites work @@
+Scenario reduction in stochastic programming
@@ Property / cites work: Scenario reduction in stochastic programming / rank @@
+Normal rank
@@ Property / cites work @@
+Q5342182
@@ Property / cites work: Q5342182 / rank @@
+Normal rank
@@ Property / cites work @@
+\(E\)-capacities and the Ellsberg paradox
@@ Property / cites work: \(E\)-capacities and the Ellsberg paradox / rank @@
+Normal rank
@@ Property / cites work @@
+Indifference or indecisiveness? Choice-theoretic foundations of incomplete preferences
+Normal rank
@@ Property / cites work @@
+Risk, Ambiguity, and the Savage Axioms
@@ Property / cites work: Risk, Ambiguity, and the Savage Axioms / rank @@
+Normal rank
@@ Property / cites work @@
+Learning Under Ambiguity
@@ Property / cites work: Learning Under Ambiguity / rank @@
+Normal rank
@@ Property / cites work @@
+A theory of subjective compound lotteries
@@ Property / cites work: A theory of subjective compound lotteries / rank @@
+Normal rank
@@ Property / cites work @@
+The axioms of subjective probability
@@ Property / cites work: The axioms of subjective probability / rank @@
+Normal rank
@@ Property / cites work @@
+Recent advances in robust optimization: an overview
+Normal rank
@@ Property / cites work @@
+Attitude toward imprecise information
@@ Property / cites work: Attitude toward imprecise information / rank @@
+Normal rank
@@ Property / cites work @@
+Differentiating ambiguity and ambiguity attitude
@@ Property / cites work: Differentiating ambiguity and ambiguity attitude / rank @@
+Normal rank
@@ Property / cites work @@
+Two axiomatic approaches to decision making using possibility theory
+Normal rank
@@ Property / cites work @@
+Maxmin expected utility with non-unique prior
@@ Property / cites work: Maxmin expected utility with non-unique prior / rank @@
+Normal rank
@@ Property / cites work @@
+Bounded-parameter Markov decision processes
@@ Property / cites work: Bounded-parameter Markov decision processes / rank @@
+Normal rank
@@ Property / cites work @@
+Support vector machines based on convex risk functions and general norms
+Normal rank
@@ Property / cites work @@
+Random Expected Utility
@@ Property / cites work: Random Expected Utility / rank @@
+Normal rank
@@ Property / cites work @@
+Focus theory of choice and its application to resolving the St. Petersburg, Allais, and Ellsberg paradoxes and other anomalies
+Normal rank
@@ Property / cites work @@
+Approaches to multistage one-shot decision making
@@ Property / cites work: Approaches to multistage one-shot decision making / rank @@
+Normal rank
@@ Property / cites work @@
+Decision making with interval probabilities
@@ Property / cites work: Decision making with interval probabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-objective Robust Strategy Synthesis for Interval Markov Decision Processes
+Normal rank
@@ Property / cites work @@
+The Predictive Utility of Generalized Expected Utility Theories
+Normal rank
@@ Property / cites work @@
+Generalizing Markov decision processes to imprecise probabilities
+Normal rank
@@ Property / cites work @@
+Ambiguity aversion and ambiguity content in decision making under uncertainty
+Normal rank
@@ Property / cites work @@
+Robust Estimation of a Location Parameter
@@ Property / cites work: Robust Estimation of a Location Parameter / rank @@
+Normal rank
@@ Property / cites work @@
+Partially observable Markov decision processes with imprecise parameters
+Normal rank
@@ Property / cites work @@
+Robust Dynamic Programming
@@ Property / cites work: Robust Dynamic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Linear utility theory for belief functions
@@ Property / cites work: Linear utility theory for belief functions / rank @@
+Normal rank
@@ Property / cites work @@
+Strategic facility location, capacity acquisition, and technology choice decisions under demand uncertainty: robust vs. non-robust optimization approaches
+Normal rank
@@ Property / cites work @@
+The logarithmic distribution of leading digits and finitely additive measures
+Normal rank
@@ Property / cites work @@
+Probabilistic decision graphs for optimization under uncertainty
+Normal rank
@@ Property / cites work @@
+TECHNICAL NOTE—Robust Newsvendor Competition Under Asymmetric Information
+Normal rank
@@ Property / cites work @@
+Prospect Theory: An Analysis of Decision under Risk
+Normal rank
@@ Property / cites work @@
+On discounted stochastic games with incomplete information on payoffs and a security application
+Normal rank
@@ Property / cites work @@
+Discounted Robust Stochastic Games and an Application to Queueing Control
+Normal rank
@@ Property / cites work @@
+A Stochastic Programming Model
@@ Property / cites work: A Stochastic Programming Model / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive smooth ambiguity preferences
@@ Property / cites work: Recursive smooth ambiguity preferences / rank @@
+Normal rank
@@ Property / cites work @@
+A Smooth Model of Decision Making under Ambiguity
@@ Property / cites work: A Smooth Model of Decision Making under Ambiguity / rank @@
+Normal rank
@@ Property / cites work @@
+Prospect theory for continuous distributions: a preference foundation
+Normal rank
@@ Property / cites work @@
+A two-stage robust optimization approach for the mobile facility fleet sizing and routing problem under uncertainty
+Normal rank
@@ Property / cites work @@
+Reinforcement Learning in Robust Markov Decision Processes
+Normal rank
@@ Property / cites work @@
+Distributionally robust equilibrium for continuous games: Nash and Stackelberg models
+Normal rank
@@ Property / cites work @@
+A survey of algorithmic methods for partially observed Markov decision processes
+Normal rank
@@ Property / cites work @@
+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
+Normal rank
@@ Property / cites work @@
+"Expected Utility" Analysis without the Independence Axiom
+Normal rank
@@ Property / cites work @@
+Applications of fuzzy set theory
@@ Property / cites work: Applications of fuzzy set theory / rank @@
+Normal rank
@@ Property / cites work @@
+Robust MDPs with <i>k</i>-Rectangular Uncertainty
@@ Property / cites work: Robust MDPs with <i>k</i>-Rectangular Uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+A survey of the theory of coherent lower previsions
+Normal rank
@@ Property / cites work @@
+Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
+Normal rank
@@ Property / cites work @@
+State of the Art—A Survey of Partially Observable Markov Decision Processes: Theory, Models, and Algorithms
+Normal rank
@@ Property / cites work @@
+A theory of fuzzy measures: Representations, the Choquet integral, and null sets
+Normal rank
@@ Property / cites work @@
+Network design in scarce data environment using moment-based distributionally robust optimization
+Normal rank
@@ Property / cites work @@
+Second-order ambiguous beliefs
@@ Property / cites work: Second-order ambiguous beliefs / rank @@
+Normal rank
@@ Property / cites work @@
+Constructing Risk Measures from Uncertainty Sets
@@ Property / cites work: Constructing Risk Measures from Uncertainty Sets / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertainty Aversion with Second-Order Utilities and Probabilities
+Normal rank
@@ Property / cites work @@
+Clouds, fuzzy sets, and probability intervals
@@ Property / cites work: Clouds, fuzzy sets, and probability intervals / rank @@
+Normal rank
@@ Property / cites work @@
+Two-stage robust optimization approach to elective surgery and downstream capacity planning
+Normal rank
@@ Property / cites work @@
+On Choquet Integral Risk Measures
@@ Property / cites work: On Choquet Integral Risk Measures / rank @@
+Normal rank
@@ Property / cites work @@
+BOUNDED-PARAMETER PARTIALLY OBSERVABLE MARKOV DECISION PROCESSES: FRAMEWORK AND ALGORITHM
+Normal rank
@@ Property / cites work @@
+Robust Control of Markov Decision Processes with Uncertain Transition Matrices
+Normal rank
@@ Property / cites work @@
+On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets
+Normal rank
@@ Property / cites work @@
+A decision-theoretic approach to robust optimization in multivalued graphs
+Normal rank
@@ Property / cites work @@
+Q3112641
@@ Property / cites work: Q3112641 / rank @@
+Normal rank
@@ Property / cites work @@
+A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions
+Normal rank
@@ Property / cites work @@
+Robust scenario-based value-at-risk optimization
@@ Property / cites work: Robust scenario-based value-at-risk optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Ambiguous partially observable Markov decision processes: structural results and applications
+Normal rank
@@ Property / cites work @@
+A perfect information lower bound for robust lot-sizing problems
+Normal rank
@@ Property / cites work @@
+Global optimality test for maximin solution of bilevel linear programming with ambiguous lower-level objective function
+Normal rank
@@ Property / cites work @@
+Generalized Nash equilibrium with stable belief hierarchies in static games with unawareness
+Normal rank
@@ Property / cites work @@
+Markovian Decision Processes with Uncertain Transition Probabilities
+Normal rank
@@ Property / cites work @@
+Q5826088
@@ Property / cites work: Q5826088 / rank @@
+Normal rank
@@ Property / cites work @@
+Subjective Probability and Expected Utility without Additivity
+Normal rank
@@ Property / cites work @@
+Ambiguity and Second-Order Belief
@@ Property / cites work: Ambiguity and Second-Order Belief / rank @@
+Normal rank
@@ Property / cites work @@
+Q4131415
@@ Property / cites work: Q4131415 / rank @@
+Normal rank
@@ Property / cites work @@
+A dynamic programming approach to adjustable robust optimization
+Normal rank
@@ Property / cites work @@
+Rectangular Sets of Probability Measures
@@ Property / cites work: Rectangular Sets of Probability Measures / rank @@
+Normal rank
@@ Property / cites work @@
+Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium
+Normal rank
@@ Property / cites work @@
+Policy iteration for robust nonstationary Markov decision processes
+Normal rank
@@ Property / cites work @@
+Robust response-guided dosing
@@ Property / cites work: Robust response-guided dosing / rank @@
+Normal rank
@@ Property / cites work @@
+Vector Expected Utility and Attitudes Toward Variation
+Normal rank
@@ Property / cites work @@
+Dynamic choice under ambiguity
@@ Property / cites work: Dynamic choice under ambiguity / rank @@
+Normal rank
@@ Property / cites work @@
+The transferable belief model
@@ Property / cites work: The transferable belief model / rank @@
+Normal rank
@@ Property / cites work @@
+Ambiguity and the value of information
@@ Property / cites work: Ambiguity and the value of information / rank @@
+Normal rank
@@ Property / cites work @@
+Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
+Normal rank
@@ Property / cites work @@
+Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems
+Normal rank
@@ Property / cites work @@
+Sensitivity Analysis in Markov Decision Processes with Uncertain Reward Parameters
+Normal rank
@@ Property / cites work @@
+Decision making under uncertainty using imprecise probabilities
+Normal rank
@@ Property / cites work @@
+Advances in prospect theory: cumulative representation of uncertainty
+Normal rank
@@ Property / cites work @@
+Q2892811
@@ Property / cites work: Q2892811 / rank @@
+Normal rank
@@ Property / cites work @@
+Prospect Theory
@@ Property / cites work: Prospect Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical decision functions which minimize the maximum risk
+Normal rank
@@ Property / cites work @@
+Multiple Criteria Decision Making, Multiattribute Utility Theory: Recent Accomplishments and What Lies Ahead
+Normal rank
@@ Property / cites work @@
+Q3999364
@@ Property / cites work: Q3999364 / rank @@
+Normal rank
@@ Property / cites work @@
+Towards a unified theory of imprecise probability
@@ Property / cites work: Towards a unified theory of imprecise probability / rank @@
+Normal rank
@@ Property / cites work @@
+Behavioral models for first-price sealed-bid auctions with the one-shot decision theory
+Normal rank
@@ Property / cites work @@
+Robust chance-constrained support vector machines with second-order moment information
+Normal rank
@@ Property / cites work @@
+Decision making with incomplete information
@@ Property / cites work: Decision making with incomplete information / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter Imprecision in Finite State, Finite Action Dynamic Programs
+Normal rank
@@ Property / cites work @@
+Markov Decision Processes with Imprecise Transition Probabilities
+Normal rank
@@ Property / cites work @@
+Robust Markov Decision Processes
@@ Property / cites work: Robust Markov Decision Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Convex Optimization
@@ Property / cites work: Distributionally Robust Convex Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+A robust optimization model for agile and build-to-order supply chain planning under uncertainties
+Normal rank
@@ Property / cites work @@
+A framework for optimization under ambiguity
@@ Property / cites work: A framework for optimization under ambiguity / rank @@
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Markov Decision Processes
@@ Property / cites work: Distributionally Robust Markov Decision Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Distributionally robust return-risk optimization models and their applications
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Counterpart in Markov Decision Processes
+Normal rank
@@ Property / cites work @@
+Fuzzy sets
@@ Property / cites work: Fuzzy sets / rank @@
+Normal rank
@@ Property / cites work @@
+Fuzzy sets as a basis for a theory of possibility
@@ Property / cites work: Fuzzy sets as a basis for a theory of possibility / rank @@
+Normal rank
@@ Property / cites work @@
+Toward a generalized theory of uncertainty (GTU) -- an outline
+Normal rank
@@ Property / cites work @@
+Fuzzy programming and linear programming with several objective functions
+Normal rank