Data-based decisions under imprecise probability and least favorable models
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Publication:962888
DOI10.1016/j.ijar.2008.03.009zbMath1185.62021OpenAlexW2119539277MaRDI QIDQ962888
Publication date: 7 April 2010
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ijar.2008.03.009
decision theoryrobust statisticsimprecise probabilitycoherent upper previsionequivalence of modelsHuber-Strassen theoryLe Camleast favorable model
Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Statistical decision theory (62C99)
Related Items (2)
Information efficient learning of complexly structured preferences: elicitation procedures and their application to decision making under uncertainty ⋮ Finite approximations of data-based decision problems under imprecise probabilities
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