Adversarial risk analysis under partial information
نویسندگان
چکیده
منابع مشابه
Risk Analysis under Partial Prior Information and Nonmonotone Utility Functions
The main objective of the paper is to investigate the risk analysis problems when a precise but unknown probability distribution of states of nature belongs to a set of continuous probability distributions restricted by some known lower and upper distributions and when utility functions are non-monotone. Methods for choosing “optimal” distributions among the set of distributions and for computi...
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2020
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2020.04.037