Some aspects of decision making under uncertainty

DOI10.1016/J.JSPI.2006.05.015MaRDI QIDQ997271zbMATH OpenOpenAlexFDO

Authors Ekaterina V. Bulinskaya

Publication date 23 July 2007

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2006.05.015

zbMATH Keywords

dynamic programmingstabilityinsuranceempirical measuresinput-output modelsasymptotically optimal control

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Control/observation systems with incomplete information (93C41) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 3126094 (Why is no real title available?)
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• scientific article; zbMATH DE number 3852171 (Why is no real title available?)
• scientific article; zbMATH DE number 3709377 (Why is no real title available?)
• scientific article; zbMATH DE number 3453384 (Why is no real title available?)
• scientific article; zbMATH DE number 2099867 (Why is no real title available?)
• Bayes Solutions of the Statistical Inventory Problem
• Convergence of integrals of uniform empirical and quantile processes
• Cost and reliability approaches in inventory theory
• Modern Theory of Summation of Random Variables
• System stability and optimal control

Cited in

(16)

• scientific article; zbMATH DE number 2215382 (Why is no real title available?)
• Information processing in dynamic decision models. An insurance demand example
• Choosing choices: agenda selection with uncertain issues
• Inventory systems with unreliable suppliers
• Incorporating model uncertainty into optimal insurance contract design
• ON THE INCLUSION OF VARIANCE IN DECISION MAKING UNDER UNCERTAINTY
• Uncertainty quantification and optimal decisions
• A discussion of parameter and model uncertainty in insurance
• Asymptotic behavior of the processes describing some insurance models
• Decision making under uncertainty. Theory and application. With contributions from Christopher Amato, Girish Chowdhary, Jonathan P. How, Hayley J. Davison Reynolds, Jason R. Thornton, Pedro A. Torres-Carrasquillo, N. Kemal Üre and John Vian
• Decision Making Over Time and Under Uncertainty: A Common Approach
• Insurance models under incomplete information
• Decision Making with Dynamic Uncertain Events
• Decision analysis models in reinsurance
• Optimal and asymptotically optimal control for some inventory models
• Affective decision making under uncertainty. Risk, ambiguity and black swans

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