Certainty Equivalents for Three-Point Discrete-Distribution Approximations

DOI10.1287/MNSC.40.6.760MaRDI QIDQ4305130zbMATH OpenOpenAlexFDO

Authors Donald L. Keefer

Publication date 5 September 1994

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.40.6.760

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Decision theory (91B06) Utility theory (91B16)

Cited in

(10)

• Operationalizing approximate multiattribute utility functions for use in practice
• CVaR distance between univariate probability distributions and approximation problems
• A theory of coarse utility
• Project options valuation with net present value and decision tree analysis
• Reexamining discrete approximations to continuous distributions
• Discretization Precision and Assessment Error
• The multifacility center problems with random demand weights
• Efficient optimal Kolmogorov approximation of random variables
• Moments of utility functions and their applications
• Using Bayesian networks for bankruptcy prediction: some methodological issues

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