Wald's mighty maximin: a tutorial

DOI10.1111/ITOR.12248MaRDI QIDQ2816366zbMATH OpenOpenAlexFDO

Authors Moshe Sniedovich

Publication date 22 August 2016

Published in International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11343/290816

zbMATH Keywords

uncertaintydecision theoryrobust optimizationworst-case analysisWald's maximin paradigm

Mathematics Subject Classification ID

Decision theory (91B06) Sensitivity, stability, parametric optimization (90C31)

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Cites work

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Cited in

(5)

• An extended maximin approach for decision analysis with uncontrollable factors
• Black Swans, New Nostradamuses, Voodoo decision theories, and the science of decision making in the face of severe uncertainty
• Ambiguity and robust statistics
• A classical decision theoretic perspective on worst-case analysis
• scientific article; zbMATH DE number 524338 (Why is no real title available?)

Describes a project that uses

Uses Software

• ROPI

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