Facets of robust decisions

MaRDI QIDQ3517288zbMATH OpenFDO

Authors

Publication date 12 August 2008

zbMATH Keywords

adaptive Monte Carlo optimizationcatastrophe modelingdiscountingdownscalingextreme eventsmean-variance analysispollution controlportfolio selectionrobustnesssimulationsstochastic optimizationuncertainty

Mathematics Subject Classification ID

Statistical decision theory (62C99) Management decision making, including multiple objectives (90B50) Stochastic programming (90C15) Decision theory (91B06)

Recommendations

• On the relation between robust and Bayesian decision making
• Risk averse decision making under catastrophic risk
• On measuring and profiling catastrophic risks
• Robust satisficing and the probability of survival
• Relatively robust decisions

Cited in

(14)

• Extreme events, discounting and stochastic optimization
• Mathematical modeling of agricultural crop diversification in Ukraine: scientific approaches and empirical results
• Robustness to strategic uncertainty
• Risk averse decision making under catastrophic risk
• Robustness in Multi-criteria Decision Aiding
• scientific article; zbMATH DE number 5666626 (Why is no real title available?)
• Robust solutions and methods in decision-aid
• Systemic risk and security management
• Robust decisions under risk for imprecise probabilities
• scientific article; zbMATH DE number 2101478 (Why is no real title available?)
• scientific article; zbMATH DE number 773964 (Why is no real title available?)
• scientific article; zbMATH DE number 773974 (Why is no real title available?)
• Robust satisficing and the probability of survival
• Catastrophic risk: indication, quantitative assessment and management of rare extreme events using a non-expected utility framework

This page was built for publication: Facets of robust decisions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3517288)