Robust optimal decisions with imprecise forecasts

DOI10.1016/j.csda.2006.11.036zbMath1161.62422OpenAlexW2005447025MaRDI QIDQ1019992

Nalân Gülpinar, Berc Rustem

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.11.036

zbMATH Keywords

minimaxrobust optimizationrival scenarios

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Decision theory (91B06)

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