Statistical decisions under ambiguity
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Publication:622636
DOI10.1007/s11238-010-9227-2zbMath1274.62074OpenAlexW1993256821MaRDI QIDQ622636
Publication date: 3 February 2011
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-010-9227-2
Bayesian problems; characterization of Bayes procedures (62C10) Decision theory (91B06) Utility theory (91B16) General considerations in statistical decision theory (62C05)
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Ambiguous partially observable Markov decision processes: structural results and applications ⋮ Minimax regret treatment choice with finite samples ⋮ Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems ⋮ Minimax regret and strategic uncertainty ⋮ MINIMAX REGRET TREATMENT CHOICE WITH INCOMPLETE DATA AND MANY TREATMENTS ⋮ Robust portfolio decision analysis: an application to the energy research and development portfolio problem ⋮ Regret theory: a new foundation ⋮ Dominance and admissibility without priors ⋮ Riskiness for sets of gambles ⋮ Weighted sets of probabilities and minimax weighted expected regret: a new approach for representing uncertainty and making decisions ⋮ Minimax decision rules for planning under uncertainty: drawbacks and remedies ⋮ Partial identification and robust treatment choice: an application to young offenders ⋮ Existence and stability of minimax regret equilibria ⋮ Minimax regret and failure to converge to efficiency in large markets ⋮ Axioms for minimax regret choice correspondences ⋮ Choice theory when agents can randomize ⋮ Statistical treatment choice based on asymmetric minimax regret criteria ⋮ Choice under complete uncertainty when outcome spaces are state dependent ⋮ Minimax and the value of information
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