Modeling uncertainty of expert elicitation for use in risk-based optimization
DOI10.1007/s10479-018-3011-zzbMath1434.62240OpenAlexW2889572783WikidataQ129298691 ScholiaQ129298691MaRDI QIDQ2288878
Michael D. Teter, Johannes O. Royset, Alexandra M. Newman
Publication date: 20 January 2020
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-018-3011-z
optimizationmathematical programmingnonparametric density estimationsuperquantilesubject matter expertcapital budgetingexponential epi-splinesjudgment elicitation
Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20) Density estimation (62G07) Risk models (general) (91B05)
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Cites Work
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