A Simulation-Based Approach to Decision Making with Partial Information

DOI10.1287/DECA.1120.0252MaRDI QIDQ2960232zbMATH OpenOpenAlexFDO

Authors J. Eric Bickel, Luis Montiel

Publication date 8 February 2017

Published in Decision Analysis (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/a477b46bcb82d3d0f02546e28628b867aabddd00

zbMATH Keywords

simulationdependencecopulasdecision analysiseagle airlinessensitivity to dependence

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Decision theory (91B06) Economics of information (91B44)

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Cites work

• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• A copulas-based approach to modeling dependence in decision trees
• Approximate means and standard deviations based on distances between percentage points of frequency curves
• Contingency tables with given marginals
• Copula Models for Aggregating Expert Opinions
• Correlations and copulas for decision and risk analysis
• Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
• Information Theory and Statistical Mechanics
• Moment Methods for Decision Analysis
• Prior Probabilities
• Robust optimization
• Three-Point Approximations for Continuous Random Variables

Cited in

(5)

• Maximum excess dominance: identifying impractical solutions in linear problems with interval coefficients
• A generalized sampling approach for multilinear utility functions given partial preference information
• Cooperative decision-making to minimize biased perceived value effect on business process decisions using partially observable Markov decision processes
• Approximating joint probability distributions given partial information
• Approximating income inequality dynamics given incomplete information: an upturned Markov chain model

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