Decision dependent stochastic processes

DOI10.1016/j.ejor.2013.11.016zbMath1304.90112MaRDI QIDQ2514775

Tim Hanson, Paul Damien, Elmira Popova, Thomas Kirschenmann

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

uncertainty; endogenous; Weibull; Bayesian inference; decision dependence

Mathematics Subject Classification ID

62F15: Bayesian inference

91B06: Decision theory

90B50: Management decision making, including multiple objectives

Related Items

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

Uses Software

• R
• CODA
• SAS
• GENALG

Cites Work

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