Decision dependent stochastic processes

DOI10.1016/J.EJOR.2013.11.016MaRDI QIDQ2514775zbMATH OpenOpenAlexFDO

Authors Thomas Kirschenmann, Elmira Popova, Paul Damien, Tim Hanson

Publication date 3 February 2015

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

Full work available at URL https://doi.org/10.1016/j.ejor.2013.11.016

zbMATH Keywords

Bayesian inferenceuncertaintyendogenousWeibulldecision dependence

Mathematics Subject Classification ID

Bayesian inference (62F15) Management decision making, including multiple objectives (90B50) Decision theory (91B06)

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Cites work

• scientific article; zbMATH DE number 1965513 (Why is no real title available?)
• scientific article; zbMATH DE number 2117879 (Why is no real title available?)
• A class of stochastic programs with decision dependent uncertainty
• Bayesian Computation with R
• Bayesian semiparametric analysis for a single item maintenance optimization
• Bayesian theory and applications
• Latent variable models and factor analysis. A unified approach
• Markov chain Monte Carlo. Stochastic simulation for Bayesian inference.
• On-Line Optimization of Simulated Markovian Processes
• Optimal Preventive Maintenance Policies for Repairable Systems
• Optimum Preventive Maintenance Policies
• Pre-disaster investment decisions for strengthening a highway network
• Sequential imperfect preventive maintenance policies
• The sample average approximation method for stochastic discrete optimization

Cited in

(4)

• Reference policies for non-myopic sequential network design and timing problems
• Decision making under uncertain and dependent system rates in service systems
• Decline and repair, and covariate effects
• Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties

Describes a project that uses

Uses Software

• GENALG
• SAS
• CODA
• R

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