A generalized model of sequential decisionmaking under risk

DOI10.1016/0377-2217(84)90256-XMaRDI QIDQ795727zbMATH OpenOpenAlexFDO

Authors Chelsea C. White, Shigeru Dozono

Publication date 1984

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-2217(84)90256-x

zbMATH Keywords

decision treeoptimal strategiesnumerical proceduresequential decisionmaking under risk

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Applications of mathematical programming (90C90) Dynamic programming (90C39)

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Cites work

• scientific article; zbMATH DE number 3837758 (Why is no real title available?)
• scientific article; zbMATH DE number 3769296 (Why is no real title available?)
• Analysis of Decisions with Incomplete Knowledge of Probabilities
• Inverse Optimization: An Application to the Capacitated Plant Location Problem
• On the general inverse problem of optimal control theory
• Parameter Imprecision in Finite State, Finite Action Dynamic Programs

Cited in

(17)

• scientific article; zbMATH DE number 3891090 (Why is no real title available?)
• Computing rank dependent utility in graphical models for sequential decision problems
• Decision tree analysis for a risk averse decision maker: CVaR criterion
• A comparison of five models that predict violations of first-order stochastic dominance in risky decision making
• Sequential Decision Making With Coherent Risk
• An Algebraic Approach to Formulating and Solving Large Models for Sequential Decisions Under Uncertainty
• Decision trees with single and multiple interval-valued objectives
• Equivalent decision trees and their associated strategy sets
• Rational risk valuation given sequential reduction opportunities
• scientific article; zbMATH DE number 6682040 (Why is no real title available?)
• Distribution of expected utility in decision trees
• A Continuous-Risk Decision Analysis of Total Hip Replacement
• scientific article; zbMATH DE number 4181273 (Why is no real title available?)
• Sequential decision making without independence: a new conceptual approach
• DECISION ANALYSIS WITH MULTIPLE OBJECTIVES IN A FRAMEWORK FOR EVALUATING IMPRECISION
• Selecting optimal alternatives and risk reduction strategies in decision trees
• Sequential Decision Making under Uncertain Future Preferences

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