Robust decisions under risk for imprecise probabilities

DOI10.1007/978-3-642-22884-1_3MaRDI QIDQ4558801zbMATH OpenOpenAlexFDO

Authors W. Ogryczak

Publication date 30 November 2018

Published in Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-22884-1_3

zbMATH Keywords

conditional value-at-riskmax-min optimizationportfolio optimizationrobust decision makinguncertainty

Mathematics Subject Classification ID

Decision theory (91B06) Portfolio theory (91G10)

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Cites work

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Cited in

(13)

• A unified approach to uncertain optimization
• Risk-averse single machine scheduling: complexity and approximation
• Optimal robust insurance with a finite uncertainty set
• Risk-informed decision-making in the presence of epistemic uncertainty
• scientific article; zbMATH DE number 3978735 (Why is no real title available?)
• Risk averse scheduling with scenarios
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• scientific article; zbMATH DE number 773974 (Why is no real title available?)
• Robust satisficing and the probability of survival
• Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making
• Robust optimization with belief functions
• Decision making under severe uncertainty on a budget
• Finite approximations of data-based decision problems under imprecise probabilities

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