On the relation between robust and Bayesian decision making
From MaRDI portal
(Redirected from Publication:953704)
Recommendations
- scientific article; zbMATH DE number 2155054
- A computation method in robust Bayesian decision theory
- scientific article; zbMATH DE number 3960738
- Bayesian robustness for decision making problems: applications in medical contexts
- scientific article; zbMATH DE number 773964
- Bayesian robustness
- Asymptotic global robustness in Bayesian decision theory
- scientific article; zbMATH DE number 850164
Cites work
- scientific article; zbMATH DE number 48691 (Why is no real title available?)
- scientific article; zbMATH DE number 1790588 (Why is no real title available?)
- scientific article; zbMATH DE number 3090557 (Why is no real title available?)
- A Closed-form Solution for a Model of Precautionay Saving
- Maxmin expected utility with non-unique prior
- Minimax Control of Discrete Time Stochastic Systems
- Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
- Risk-sensitive linear/quadratic/gaussian control
- Robust Permanent Income and Pricing
- Robust control and recursive utility
- Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?
- State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity
- Stochastic Differential Utility
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Total risk aversion, stochastic optimal control, and differential games
Cited in
(21)- scientific article; zbMATH DE number 3960738 (Why is no real title available?)
- Robust Bayes decision procedures: gross error in the data distribution
- Robust rationality and decisions under severe uncertainty
- Comparison of the performances of decision aimed algorithms with Bayesian and beliefs basis
- Computing efficient sets in Bayesian decision problems
- Ambiguity and robust statistics
- Robust satisficing and the probability of survival
- A computation method in robust Bayesian decision theory
- Relatively robust decisions
- The Non Dominated Set in Bayesian Decision Problems with Convex Loss Functions
- Learning under fear of floating
- Comparison of two multicriteria decision aid methods: Net Flow and Rough Set Methods in a high yield pulping process
- Facets of robust decisions
- Model uncertainty and intertemporal tax smoothing
- Robust versus optimal strategies for two-alternative forced choice tasks
- scientific article; zbMATH DE number 2155054 (Why is no real title available?)
- scientific article; zbMATH DE number 773964 (Why is no real title available?)
- Bayesian robustness for decision making problems: applications in medical contexts
- Robust Bayesian choice
- Robust control and model misspecification
- Robust decisions under risk for imprecise probabilities
This page was built for publication: On the relation between robust and Bayesian decision making
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q953704)
