The Theory of Statistical Decision

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Choice under complete uncertainty when outcome spaces are state dependent
Result-and-risk-guaranteed solution of a multicriterion dynamic problem
Stopping with anticipated regret
Outcome- and risk-guaranteed solution of a multiple objective dynamical problem
Dimensions of election procedures: Analyses and comparisons
Minimax, information and ultrapessimism
On optimal decisions under complete ignorance. A new criterion stronger than both Pareto and Maxmin
Generalized solution principles and outranking relations in multi- criteria decision-making
A framework for analysing decisions under risk
On the determination of strength of belief for decision support under uncertainty. I: Generating strengths of belief.
A mixture model approach for the analysis of microarray gene expression data.
Heuristic algorithms for the minmax regret flow-shop problem with interval processing times
Optimal monetary policy in a New Keynesian model with heterogeneous expectations
Optimize, satisfice, or choose without deliberation? A simple minimax-regret assessment
Robust optimization in the presence of uncertainty: a generic approach
Robust optimization analysis for multiple attribute decision making problems with imprecise information
Transitivity revisited
Time and risk
Construction of a fault location algorithm
The single-period (newsvendor) problem under interval grade uncertainties
On the equivalence between iterated application of choice rules and common belief of applying these rules
Robust multidimensional pricing: separation without regret
Regret-minimizing Bayesian persuasion
Who should get vaccinated? Individualized allocation of vaccines over SIR network
Relatively robust decisions
Robust calibration of numerical models based on relative regret
Frameworks and results in distributionally robust optimization
An online trading problem with an increasing number of available products
The efficiency of Nash equilibria in the load balancing game with a randomizing scheduler
An interval-valued utility theory for decision making with Dempster-Shafer belief functions
On the equivalence of optimal recommendation sets and myopically optimal query sets
Do people minimize regret in strategic situations? A level-k comparison
Minimax regret and failure to converge to efficiency in large markets
Aversion to risk of regret and preference for positively skewed risks
Smooth aggregation of Bayesian experts
Learning modulo theories for constructive preference elicitation
Combinatorial two-stage minmax regret problems under interval uncertainty
Collapse and measures of consciousness
A robust capacity expansion integrating the perspectives of marginal productivity and capacity regret
On players interaction in hierarchical system under uncertain conditions: solution based on penalty functions approach
Decision-making with belief functions: a review
Robust inventory financing model with partial information
Joint pricing and purchasing decisions for the dual-channel newsvendor model with partial information
A new approach to risk estimation in multicriteria automatic control systems. I
Experimental evidence on case-based decision theory
Games with linear conjectures about system parameters
Context dependence and consistency in dynamic choice under uncertainty: the case of anticipated regret
Partial identification and robust treatment choice: an application to young offenders
Robust firm pricing with panel data
Constraint-based optimization and utility elicitation using the minimax decision criterion
Regret aversion and opportunity dependence
On the unimprovability of full-memory strategies in the risk minimization problem
A maximum entropy approach to the newsvendor problem with partial information
Trying to resolve the two-envelope problem
Minimax regret treatment choice with finite samples
Analysis of seat allocation and overbooking decisions with hybrid information
Optimal pricing to minimize maximum regret with limited demand information
Minmax regret maximal covering location problems with edge demands
Incremental elicitation of preferences: optimist or pessimist?
Minimax-regret treatment choice with missing outcome data
Wald's mighty maximin: a tutorial
Assigning probabilities to hypotheses in the context of a binomial distribution
Perspectival act utilitarianism
Minimax regret solution to multiobjective linear programming problems with interval objective functions coefficients
Robust asset allocation with benchmarked objectives
Shrinkage estimation of reliability in the exponential distribution
Most productive scale size versus demand fulfillment: a solution to the capacity dilemma
Competitive difference analysis of the one-way trading problem with limited information
Game-theoretic resource allocation with real-time probabilistic surveillance information
Macro-dynamic policy formulation with conflicting views of the economy: a synthesis of optimal control and feedback design†
Empirical bayes shrinkage estimation of reliability in the exponential distribution
A New Approach to Noncooperative Games Under Uncertainty
Ex-post regret heuristics under private values. I: Fixed and random matching
Climate policy under fat-tailed risk: an application of FUND
Solution algorithms for unrelated machines minmax regret scheduling problem with interval processing times and the total flow time criterion
Black Swans, New Nostradamuses, Voodoo decision theories, and the science of decision making in the face of severe uncertainty
Robust postdonation blood screening under prevalence rate uncertainty
Optimal genetic screening for cystic fibrosis
The Savage principle and accounting for outcome in single-criterion nonlinear problem under uncertainty
Adjustable robust optimization reformulations of two-stage worst-case regret minimization problems
Multicriteria decision making under uncertainty: a visual approach
Shrinkage estimation for the difference between a control and treatment mean
Treatment Choice With Trial Data: Statistical Decision Theory Should Supplant Hypothesis Testing
Trial Size for Near-Optimal Choice Between Surveillance and Aggressive Treatment: Reconsidering MSLT-II
Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets
A three-way decision method based on fuzzy rough set models under incomplete environments
Making decisions with evidential probability and objective Bayesian calibration inductive logics
On Robustness of Individualized Decision Rules
A consensus process based on regret theory with probabilistic linguistic term sets and its application in venture capital
The ecological rationality of decision criteria
Money-metrics in local welfare analysis: Pareto improvements and equity considerations
Behavioral implementation under incomplete information
Minimax decision rules for planning under uncertainty: drawbacks and remedies
Social learning between groups: imitation and the role of experience
Price discrimination with robust beliefs
The A/B testing problem with Gaussian priors
Market Exit and Minimax Regret
An analytic derivation of the efficient frontier in biobjective cash management and its implications for policies
Optimal Mechanism Design for Agents with DSL Strategies: The Case of Sybil Attacks in Combinatorial Auctions
The minmax regret gradual covering location problem on a network with incomplete information of demand weights

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