On the relation between robust and Bayesian decision making
From MaRDI portal
Publication:953704
DOI10.1016/J.JEDC.2003.05.002zbMATH Open1201.91029OpenAlexW3122830184MaRDI QIDQ953704FDOQ953704
Authors: Klaus Adam 
Publication date: 6 November 2008
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: http://publikationen.ub.uni-frankfurt.de/files/4487/03_02.pdf
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
Decision theory (91B06) Bayesian problems; characterization of Bayes procedures (62C10) Rationality and learning in game theory (91A26)
Cites Work
- Maxmin expected utility with non-unique prior
- Stochastic Differential Utility
- Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
- Robust control and recursive utility
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Robust Permanent Income and Pricing
- Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?
- Total risk aversion, stochastic optimal control, and differential games
- State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity
- Risk-sensitive linear/quadratic/gaussian control
- A Closed-form Solution for a Model of Precautionay Saving
- Minimax Control of Discrete Time Stochastic Systems
Cited In (21)
- The Non Dominated Set in Bayesian Decision Problems with Convex Loss Functions
- Relatively robust decisions
- Robust versus optimal strategies for two-alternative forced choice tasks
- Robust rationality and decisions under severe uncertainty
- Computing efficient sets in Bayesian decision problems
- Robust decisions under risk for imprecise probabilities
- Ambiguity and robust statistics
- Learning under fear of floating
- Bayesian robustness for decision making problems: applications in medical contexts
- A computation method in robust Bayesian decision theory
- Model uncertainty and intertemporal tax smoothing
- Comparison of two multicriteria decision aid methods: Net Flow and Rough Set Methods in a high yield pulping process
- Robust satisficing and the probability of survival
- Facets of robust decisions
- Robust control and model misspecification
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Robust Bayes decision procedures: gross error in the data distribution
- Comparison of the performances of decision aimed algorithms with Bayesian and beliefs basis
- Robust Bayesian choice
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)
