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A survey of decision making and optimization under uncertainty (Q2241216)

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English	A survey of decision making and optimization under uncertainty	scientific article

Statements

scholarly article

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A survey of decision making and optimization under uncertainty (English)

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Darryl K. Ahner

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Annals of Operations Research

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publication date

8 November 2021

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zbMATH Keywords

uncertainty

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risk

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ambiguity

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robust optimization

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distributionally robust

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decision theory

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10479-019-03431-8

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Robust game theory

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A Dynamic Programming Approach for a Class of Robust Optimization Problems

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Sampling Based Approaches for Minimizing Regret in Uncertain Markov Decision Processes (MDPs)

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Optimal control of partially observable Markovian systems

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Coherent multiperiod risk adjusted values and Bellman's principle

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Optimal control of Markov processes with incomplete state information

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Introduction to Imprecise Probabilities

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Measuring Ambiguity Attitudes for All (Natural) Events

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Distributionally robust self-scheduling optimization with CO\(_2\) emissions constraints under uncertainty of prices

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A general solution for robust linear programs with distortion risk constraints

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Decision-Making in a Fuzzy Environment

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A Soft Robust Model for Optimization Under Ambiguity

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An overview of robust Bayesian analysis. (With discussion)

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Constructing Uncertainty Sets for Robust Linear Optimization

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Theory and Applications of Robust Optimization

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On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems

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Data-driven robust optimization

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The Price of Robustness

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Recent developments in modeling preferences: Uncertainty and ambiguity

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Uncertainty averse preferences

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Choice under uncertainty with the best and worst in mind: Neo-additive capacities

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Distributionally robust optimization for sequential decision-making

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Theory of capacities

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The multi-band robust knapsack problem -- a dynamic programming approach

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Linear Programming under Uncertainty

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Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems

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Using mathematical programming to solve factored Markov decision processes with imprecise probabilities

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Real-time dynamic programming for Markov decision processes with imprecise probabilities

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Efficient solutions to factored MDPs with imprecise transition probabilities

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Upper and lower conditional probabilities induced by a multivalued mapping

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Unifying practical uncertainty representations. I. Generalized \(p\)-boxes

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On the intuition of rank-dependent utility

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Robust decomposable Markov decision processes motivated by allocating school budgets

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On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure

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Properties of measures of information in evidence and possibility theories

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Possibility theory, probability theory and multiple-valued logics: a clarification

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Decision-theoretic foundations of qualitative possibility theory

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Expected utility theory without the completeness axiom.

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Scenario reduction in stochastic programming

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\(E\)-capacities and the Ellsberg paradox

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Indifference or indecisiveness? Choice-theoretic foundations of incomplete preferences

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Risk, Ambiguity, and the Savage Axioms

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Learning Under Ambiguity

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A theory of subjective compound lotteries

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The axioms of subjective probability

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Recent advances in robust optimization: an overview

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Attitude toward imprecise information

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Differentiating ambiguity and ambiguity attitude

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Two axiomatic approaches to decision making using possibility theory

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Maxmin expected utility with non-unique prior

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Bounded-parameter Markov decision processes

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Support vector machines based on convex risk functions and general norms

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Random Expected Utility

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Focus theory of choice and its application to resolving the St. Petersburg, Allais, and Ellsberg paradoxes and other anomalies

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Approaches to multistage one-shot decision making

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Decision making with interval probabilities

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Multi-objective Robust Strategy Synthesis for Interval Markov Decision Processes

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The Predictive Utility of Generalized Expected Utility Theories

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Generalizing Markov decision processes to imprecise probabilities

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Ambiguity aversion and ambiguity content in decision making under uncertainty

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Robust Estimation of a Location Parameter

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Partially observable Markov decision processes with imprecise parameters

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Robust Dynamic Programming

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Linear utility theory for belief functions

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Strategic facility location, capacity acquisition, and technology choice decisions under demand uncertainty: robust vs. non-robust optimization approaches

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The logarithmic distribution of leading digits and finitely additive measures

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Probabilistic decision graphs for optimization under uncertainty

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TECHNICAL NOTE—Robust Newsvendor Competition Under Asymmetric Information

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Prospect Theory: An Analysis of Decision under Risk

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On discounted stochastic games with incomplete information on payoffs and a security application

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Discounted Robust Stochastic Games and an Application to Queueing Control

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A Stochastic Programming Model

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Recursive smooth ambiguity preferences

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A Smooth Model of Decision Making under Ambiguity

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Prospect theory for continuous distributions: a preference foundation

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A two-stage robust optimization approach for the mobile facility fleet sizing and routing problem under uncertainty

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Reinforcement Learning in Robust Markov Decision Processes

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Distributionally robust equilibrium for continuous games: Nash and Stackelberg models

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A survey of algorithmic methods for partially observed Markov decision processes

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Ambiguity Aversion, Robustness, and the Variational Representation of Preferences

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"Expected Utility" Analysis without the Independence Axiom

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Applications of fuzzy set theory

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Robust MDPs with <i>k</i>-Rectangular Uncertainty

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A survey of the theory of coherent lower previsions

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Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations

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State of the Art—A Survey of Partially Observable Markov Decision Processes: Theory, Models, and Algorithms

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A theory of fuzzy measures: Representations, the Choquet integral, and null sets

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Network design in scarce data environment using moment-based distributionally robust optimization

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Second-order ambiguous beliefs

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Constructing Risk Measures from Uncertainty Sets

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Uncertainty Aversion with Second-Order Utilities and Probabilities

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Clouds, fuzzy sets, and probability intervals

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Two-stage robust optimization approach to elective surgery and downstream capacity planning

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On Choquet Integral Risk Measures

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BOUNDED-PARAMETER PARTIALLY OBSERVABLE MARKOV DECISION PROCESSES: FRAMEWORK AND ALGORITHM

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Robust Control of Markov Decision Processes with Uncertain Transition Matrices

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On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets

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A decision-theoretic approach to robust optimization in multivalued graphs

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A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions

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Robust scenario-based value-at-risk optimization

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Ambiguous partially observable Markov decision processes: structural results and applications

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A perfect information lower bound for robust lot-sizing problems

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Global optimality test for maximin solution of bilevel linear programming with ambiguous lower-level objective function

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Generalized Nash equilibrium with stable belief hierarchies in static games with unawareness

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Markovian Decision Processes with Uncertain Transition Probabilities

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Subjective Probability and Expected Utility without Additivity

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Ambiguity and Second-Order Belief

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A dynamic programming approach to adjustable robust optimization

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Rectangular Sets of Probability Measures

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Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium

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Policy iteration for robust nonstationary Markov decision processes

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Robust response-guided dosing

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Vector Expected Utility and Attitudes Toward Variation

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Dynamic choice under ambiguity

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The transferable belief model

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Ambiguity and the value of information

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Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming

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Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems

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Sensitivity Analysis in Markov Decision Processes with Uncertain Reward Parameters

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Decision making under uncertainty using imprecise probabilities

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Advances in prospect theory: cumulative representation of uncertainty

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Prospect Theory

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Statistical decision functions which minimize the maximum risk

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Multiple Criteria Decision Making, Multiattribute Utility Theory: Recent Accomplishments and What Lies Ahead

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Towards a unified theory of imprecise probability

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Behavioral models for first-price sealed-bid auctions with the one-shot decision theory

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Robust chance-constrained support vector machines with second-order moment information

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Decision making with incomplete information

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Parameter Imprecision in Finite State, Finite Action Dynamic Programs

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Markov Decision Processes with Imprecise Transition Probabilities

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Robust Markov Decision Processes

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Distributionally Robust Convex Optimization

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A robust optimization model for agile and build-to-order supply chain planning under uncertainties

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A framework for optimization under ambiguity

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Distributionally Robust Markov Decision Processes

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Distributionally robust return-risk optimization models and their applications

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Distributionally Robust Counterpart in Markov Decision Processes

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Fuzzy sets as a basis for a theory of possibility

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Toward a generalized theory of uncertainty (GTU) -- an outline

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Fuzzy programming and linear programming with several objective functions

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Identifiers

zbMATH Open document ID

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10.1007/s10479-019-03431-8

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2241216

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