Decision Analysis with Incomplete Utility and Probability Information

DOI10.1287/OPRE.41.5.864MaRDI QIDQ4286468zbMATH OpenOpenAlexFDO

Authors Herbert Moskowitz, Paul V. Preckel, Aynang Yang

Publication date 6 April 1994

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.41.5.864

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Decision theory (91B06)

Cited in

(12)

• Decision making under uncertainty with unknown utility function and rank-ordered probabilities
• Multiutility representations for incomplete difference preorders
• Robust generalized Merton-type financial portfolio models with generalized utility
• Decision-network polynomials and the sensitivity of decision-support models
• The shape of incomplete preferences
• On generating utility functions in stochastic multicriteria acceptability analysis
• Sparse probability assessment heuristic based on orthogonal matching pursuit
• Scenario-based portfolio selection of investment projects with incomplete probability and utility information
• Portfolio diversification based on stochastic dominance under incomplete probability information
• Handling imprecise evaluations in multiple criteria decision aiding and robust ordinal regression by n-point intervals
• Scenario-based portfolio model for building robust and proactive strategies
• Incomplete risk-preference information in portfolio decision analysis

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