Optimization with an uncertain objective

DOI10.1080/17442508708833453zbMath0629.90065OpenAlexW1964198688MaRDI QIDQ3767128

Morris H. DeGroot

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508708833453

zbMATH Keywords

sequential decision processadaptive utility

Mathematics Subject Classification ID

Stochastic programming (90C15) Utility theory (91B16)

Cites Work

• The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints
• Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions
• Consistent Estimates of the Parameters of a Linear System
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