Wald's mighty maximin: a tutorial

DOI10.1111/itor.12248zbMath1415.91098OpenAlexW2233789850MaRDI QIDQ2816366

Moshe Sniedovich

Publication date: 22 August 2016

Published in: International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11343/290816

zbMATH Keywords

uncertaintydecision theoryrobust optimizationworst-case analysisWald's maximin paradigm

Mathematics Subject Classification ID

Decision theory (91B06) Sensitivity, stability, parametric optimization (90C31)

Related Items

Black Swans, New Nostradamuses, Voodoo decision theories, and the science of decision making in the face of severe uncertainty

Uses Software

• ROPI

Cites Work

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