The minimax, the minimin, and the Hurwicz adjustment principle

DOI10.1023/A:1019602429921zbMath1047.91011OpenAlexW1572778586MaRDI QIDQ1863928

Bernhard F. Arnold, Ingrid Größl, Peter Stahlecker

Publication date: 12 March 2003

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1019602429921

zbMATH Keywords

uncertaintydecision makingquadratic loss functionadjustment modelellipsoidal informationHurwicz principleminimax principlaminimin principle

Mathematics Subject Classification ID

Decision theory (91B06)

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