Optimization with an uncertain objective

DOI10.1080/17442508708833453MaRDI QIDQ3767128zbMATH OpenOpenAlexFDO

Authors Morris H. DeGroot

Publication date 1987

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508708833453

zbMATH Keywords

adaptive utilitysequential decision process

Mathematics Subject Classification ID

Stochastic programming (90C15) Utility theory (91B16)

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Cites work

• Consistent Estimates of the Parameters of a Linear System
• scientific article; zbMATH DE number 5122486 (Why is no real title available?)
• scientific article; zbMATH DE number 3357742 (Why is no real title available?)
• Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions
• The Optimal Recourse Problem in Discrete Time: L^1 -Multipliers for Inequality Constraints

Cited in

(6)

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• A framework for optimization under ambiguity
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• scientific article; zbMATH DE number 19662 (Why is no real title available?)
• Data-driven decisions for problems with an unspecified objective function
• Optimization under uncertainty using momentum

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