The Theory of Statistical Decision

From MaRDI portal
Revision as of 05:24, 7 March 2024 by Import240305080351 (talk | contribs) (Created automatically from import240305080351)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5803681

DOI10.2307/2280094zbMath0042.14302OpenAlexW1984753319WikidataQ92558694 ScholiaQ92558694MaRDI QIDQ5803681

Leonard J. Savage

Publication date: 1951

Full work available at URL: https://doi.org/10.2307/2280094




Related Items (only showing first 100 items - show all)

Invariants for time-series constraintsRobust calibration of numerical models based on relative regretMinimax-regret treatment choice with missing outcome dataAssigning probabilities to hypotheses in the context of a binomial distributionMinimax regret treatment choice with finite samplesMinimax regret solution to multiobjective linear programming problems with interval objective functions coefficientsMinimizing regret in dynamic decision problemsAnalysis of seat allocation and overbooking decisions with hybrid informationGame-Theoretic Resource Allocation with Real-Time Probabilistic Surveillance InformationPerspectival Act UtilitarianismTime and riskEmpirical bayes shrinkage estimation of reliability in the exponential distributionMinimax regret and strategic uncertaintyHeuristic algorithms for the minmax regret flow-shop problem with interval processing timesMost productive scale size versus demand fulfillment: a solution to the capacity dilemmaCompetitive difference analysis of the one-way trading problem with limited informationA new approach to risk estimation in multicriteria automatic control systems. IExperimental evidence on case-based decision theoryOptimal monetary policy in a New Keynesian model with heterogeneous expectationsFrameworks and results in distributionally robust optimizationConstruction of a fault location algorithmAn online trading problem with an increasing number of available productsMacro-dynamic policy formulation with conflicting views of the economy: a synthesis of optimal control and feedback design†Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchangesOptimal pricing to minimize maximum regret with limited demand informationMinmax regret maximal covering location problems with edge demandsWeighted sets of probabilities and minimax weighted expected regret: a new approach for representing uncertainty and making decisionsThe minmax regret gradual covering location problem on a network with incomplete information of demand weightsStatistical decisions under ambiguityThe efficiency of Nash equilibria in the load balancing game with a randomizing schedulerGames with linear conjectures about system parametersContext dependence and consistency in dynamic choice under uncertainty: the case of anticipated regretPartial identification and robust treatment choice: an application to young offendersMenu-dependent preferences and revelation principleIncremental elicitation of preferences: optimist or pessimist?A New Approach to Noncooperative Games Under UncertaintyAn interval-valued utility theory for decision making with Dempster-Shafer belief functionsOptimize, satisfice, or choose without deliberation? A simple minimax-regret assessmentRobust firm pricing with panel dataOn the equivalence of optimal recommendation sets and myopically optimal query setsDo people minimize regret in strategic situations? A level-\(k\) comparisonMinimax regret and failure to converge to efficiency in large marketsA class of solutions for multiperson multicriteria decision makingSure things - dominance and independence rules for choice under uncertaintyEx-post regret heuristics under private values. I: Fixed and random matchingAversion to risk of regret and preference for positively skewed risksAxioms for minimax regret choice correspondencesOn the determination of strength of belief for decision support under uncertainty. I: Generating strengths of belief.Climate policy under fat-tailed risk: an application of FUNDConstraint-based optimization and utility elicitation using the minimax decision criterionA classical decision theoretic perspective on worst-case analysisIterated regret minimization: a new solution conceptSmooth aggregation of Bayesian expertsSolution algorithms for unrelated machines minmax regret scheduling problem with interval processing times and the total flow time criterionLearning modulo theories for constructive preference elicitationCombinatorial two-stage minmax regret problems under interval uncertaintyCollapse and measures of consciousnessExistence of an outcome- and risk-guaranteed solution to a multicriteria problemRobust optimization in the presence of uncertainty: a generic approachA robust capacity expansion integrating the perspectives of marginal productivity and capacity regretThe single-period (newsvendor) problem under interval grade uncertaintiesRegret aversion and opportunity dependenceShrinkage estimation for the difference between exponential guarantee time parametersBlack Swans, New Nostradamuses, Voodoo decision theories, and the science of decision making in the face of severe uncertaintyOn the equivalence between iterated application of choice rules and common belief of applying these rulesMinimax, information and ultrapessimismRobust optimization analysis for multiple attribute decision making problems with imprecise informationOn players interaction in hierarchical system under uncertain conditions: solution based on penalty functions approachConnections, context, and community: Abraham Wald and the sequential probability ratio testGeneralized evaluation in decision analysisThe descriptive and predictive adequacy of theories of decision making under uncertainty/ambiguityActualist rationalityNew models of decision under uncertainty: an interpretative essayOn optimal decisions under complete ignorance. A new criterion stronger than both Pareto and MaxminGeneralized solution principles and outranking relations in multi- criteria decision-makingOn the unimprovability of full-memory strategies in the risk minimization problemMinimax regret treatment choice with covariates or with limited validity of experimentsStatistical treatment choice based on asymmetric minimax regret criteriaRobust Postdonation Blood Screening Under Prevalence Rate UncertaintyWald's mighty maximin: a tutorialTransitivity revisitedChoice under complete uncertainty when outcome spaces are state dependentResult-and-risk-guaranteed solution of a multicriterion dynamic problemStopping with anticipated regretROBUST ASSET ALLOCATION WITH BENCHMARKED OBJECTIVESOutcome- and risk-guaranteed solution of a multiple objective dynamical problemA framework for analysing decisions under riskDecision-making with belief functions: a reviewRobust inventory financing model with partial informationJoint pricing and purchasing decisions for the dual-channel newsvendor model with partial informationDimensions of election procedures: Analyses and comparisonsTrying to resolve the two-envelope problemRobust multidimensional pricing: separation without regretRegret-minimizing Bayesian persuasionShrinkage estimation of reliability in the exponential distributionWho should get vaccinated? Individualized allocation of vaccines over SIR networkRelatively robust decisionsA mixture model approach for the analysis of microarray gene expression data.A maximum entropy approach to the newsvendor problem with partial informationOptimal Genetic Screening for Cystic Fibrosis







This page was built for publication: The Theory of Statistical Decision