Upper bounds for the risk in the \(\alpha\)-t utility function

DOI10.1016/0167-6377(85)90029-XzbMath0572.90003OpenAlexW1999115257MaRDI QIDQ1062587

M. A. Grove

Publication date: 1985

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(85)90029-x

zbMATH Keywords

upper boundsrisk function

Mathematics Subject Classification ID

Decision theory (91B06) Management decision making, including multiple objectives (90B50) Utility theory (91B16)

Cites Work

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• Technical Note—Minimax Procedure for a Class of Linear Programs under Uncertainty
• Safety First and the Holding of Assets

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