Pages that link to "Item:Q2653379"
From MaRDI portal
The following pages link to Statistical decision functions which minimize the maximum risk (Q2653379):
Displaying 50 items.
- Dynamic shortest path problems: hybrid routing policies considering network disruptions (Q336651) (← links)
- A classical decision theoretic perspective on worst-case analysis (Q664404) (← links)
- Gamblets for opening the complexity-bottleneck of implicit schemes for hyperbolic and parabolic ODEs/PDEs with rough coefficients (Q683388) (← links)
- Minimax regret treatment choice with covariates or with limited validity of experiments (Q738107) (← links)
- Regular quantal response equilibrium (Q812034) (← links)
- Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
- Optimal monetary policy in a regime-switching economy: The response to abrupt shifts in exchange rate dynamics (Q959633) (← links)
- Connections, context, and community: Abraham Wald and the sequential probability ratio test (Q972575) (← links)
- On the determination of strength of belief for decision support under uncertainty. I: Generating strengths of belief. (Q1430882) (← links)
- Simulation-based classification; a model-order-reduction approach for structural health monitoring (Q1639582) (← links)
- Ranking of fuzzy intervals seen through the imprecise probabilistic lens (Q1677011) (← links)
- A framework for learning fuzzy rule-based models with epistemic set-valued data and generalized loss functions (Q1687297) (← links)
- Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter (Q1703468) (← links)
- Optimize, satisfice, or choose without deliberation? A simple minimax-regret assessment (Q1706786) (← links)
- Easy and optimal queries to reduce set uncertainty (Q1752234) (← links)
- Log-robust portfolio management with parameter ambiguity (Q1789607) (← links)
- Robust time-inconsistent stochastic control problems (Q1797115) (← links)
- On the equivalence between iterated application of choice rules and common belief of applying these rules (Q2002344) (← links)
- Abraham Wald's complete class theorem and Knightian uncertainty (Q2013376) (← links)
- Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility (Q2024120) (← links)
- Robust filtering and propagation of uncertainty in hidden Markov models (Q2042836) (← links)
- Robust state-dependent mean-variance portfolio selection: a closed-loop approach (Q2049552) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
- Relatively robust decisions (Q2112301) (← links)
- Incentive compatibility under ambiguity (Q2143904) (← links)
- A robust Kalman-Bucy filtering problem (Q2208574) (← links)
- Minimax regret and failure to converge to efficiency in large markets (Q2212758) (← links)
- Multiresolution operator decomposition for flow simulation in fractured porous media (Q2221409) (← links)
- A survey of decision making and optimization under uncertainty (Q2241216) (← links)
- Machine learning models, epistemic set-valued data and generalized loss functions: an encompassing approach (Q2279571) (← links)
- Improvement of Karush-Kuhn-Tucker conditions under uncertainties using robust decision making indexes (Q2284886) (← links)
- A filtering problem with uncertainty in observation (Q2303939) (← links)
- Decision-making with belief functions: a review (Q2330012) (← links)
- Experimental evidence on case-based decision theory (Q2391968) (← links)
- Maximin effects in inhomogeneous large-scale data (Q2515497) (← links)
- Minimax regret treatment choice with finite samples (Q2628833) (← links)
- A remark to the Wald's theory of statistical inference (Q2649103) (← links)
- Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (Q2673512) (← links)
- Worst-case portfolio optimization with proportional transaction costs (Q2804001) (← links)
- Wald's mighty maximin: a tutorial (Q2816366) (← links)
- Robustness, fidelity and prediction-looseness of models (Q2901835) (← links)
- Multigrid with Rough Coefficients and Multiresolution Operator Decomposition from Hierarchical Information Games (Q2960400) (← links)
- SHACKLE AND MODERN DECISION THEORY (Q3618496) (← links)
- Characterizations of set relations with respect to variable domination structures via oriented distance function (Q4559403) (← links)
- Risk Perception and Ambiguity in a Quantile Cumulative Prospect Theory (Q4562489) (← links)
- Black Swans, New Nostradamuses, Voodoo decision theories, and the science of decision making in the face of severe uncertainty (Q4918256) (← links)
- <i>G</i>-expected utility maximization with ambiguous equicorrelation (Q4991082) (← links)
- (Q5053280) (← links)
- Robust control in a rough environment (Q5072907) (← links)
