Decision analysis under ambiguity

DOI10.1016/j.ejor.2015.02.001zbMath1346.91039OpenAlexW2006218802MaRDI QIDQ319465

Massimo Marinacci, Emanuele Borgonovo

Publication date: 6 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2015.02.001

zbMATH Keywords

decision analysisdecision treesambiguity theorycertainty equivalents

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items (9)

A framework for sensitivity analysis of decision trees ⋮ Acceptability analysis and priority weight elicitation for interval multiplicative comparison matrices ⋮ Interval multiplicative pairwise comparison matrix: consistency, indeterminacy and normality ⋮ Robust portfolio decision analysis: an application to the energy research and development portfolio problem ⋮ Individual antecedents of real options appraisal: the role of national culture and ambiguity ⋮ Risk analysis and decision theory: a bridge ⋮ Robust reinsurance contracts with uncertainty about jump risk ⋮ Optimal investment under ambiguous technology shocks ⋮ An additive model of decision making under risk and ambiguity

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