Wald's mighty maximin: a tutorial

DOI10.1111/ITOR.12248zbMATH Open1415.91098OpenAlexW2233789850MaRDI QIDQ2816366FDOQ2816366

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

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zbMATH Keywords

uncertaintydecision theoryrobust optimizationworst-case analysisWald's maximin paradigm

Mathematics Subject Classification ID

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

Cites Work

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Cited In (3)

• Title not available (Why is that?)
• 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

Uses Software

• ROPI

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