Decision dependent stochastic processes

DOI10.1016/J.EJOR.2013.11.016zbMATH Open1304.90112OpenAlexW2093130668MaRDI QIDQ2514775FDOQ2514775

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

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zbMATH Keywords

Bayesian inferenceuncertaintyendogenousWeibulldecision dependence

Mathematics Subject Classification ID

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

Cites Work

• Latent variable models and factor analysis. A unified approach
• Title not available (Why is that?)
• Markov chain Monte Carlo. Stochastic simulation for Bayesian inference.
• The sample average approximation method for stochastic discrete optimization
• Pre-disaster investment decisions for strengthening a highway network
• A class of stochastic programs with decision dependent uncertainty
• Optimum Preventive Maintenance Policies
• Sequential imperfect preventive maintenance policies
• Title not available (Why is that?)
• Optimal Preventive Maintenance Policies for Repairable Systems
• Bayesian theory and applications
• On-Line Optimization of Simulated Markovian Processes
• Bayesian Computation with R
• Bayesian semiparametric analysis for a single item maintenance optimization

Cited In (4)

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

Uses Software

• R
• CODA
• SAS
• GENALG

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