Decision analysis under ambiguity

DOI10.1016/J.EJOR.2015.02.001MaRDI QIDQ319465zbMATH OpenOpenAlexFDO

Authors E. Borgonovo, Massimo Marinacci

Publication date 6 October 2016

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

Full work available at URL https://doi.org/10.1016/j.ejor.2015.02.001

zbMATH Keywords

decision treesdecision analysisambiguity theorycertainty equivalents

Mathematics Subject Classification ID

Decision theory (91B06)

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Cites work

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Cited in

(12)

• scientific article; zbMATH DE number 863581 (Why is no real title available?)
• Optimal investment under ambiguous technology shocks
• Risk analysis and decision theory: a bridge
• A framework for sensitivity analysis of decision trees
• Needed Data Expenditure for an Ambiguous Decision Problem
• Interval multiplicative pairwise comparison matrix: consistency, indeterminacy and normality
• Individual antecedents of real options appraisal: the role of national culture and ambiguity
• Acceptability analysis and priority weight elicitation for interval multiplicative comparison matrices
• Robust portfolio decision analysis: an application to the energy research and development portfolio problem
• Robust reinsurance contracts with uncertainty about jump risk
• An additive model of decision making under risk and ambiguity
• The Reconciliation of Decision Analyses

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