A recourse certainty equivalent for decisions under uncertainty
From MaRDI portal
Publication:1178430
DOI10.1007/BF02204807zbMath0741.90001MaRDI QIDQ1178430
Aharon Ben-Tal, Adi Ben-Israel
Publication date: 26 June 1992
Published in: Annals of Operations Research (Search for Journal in Brave)
Decision theory (91B06) Applications of mathematical programming (90C90) Stochastic programming (90C15) Utility theory (91B16)
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