On the relation between robust and Bayesian decision making
type: Item
instance of: scholarly article
title: On the relation between robust and Bayesian decision making
zbMATH Open document ID: 1201.91029
author: Klaus Adam
publication date: 2008-11-06T00:00:00Z
full work available at URL: 03 02.pdf
Mathematics Subject Classification ID: 91B06
Mathematics Subject Classification ID: 62C10
Mathematics Subject Classification ID: 91A26
zbMATH DE Number: 5362834
zbMATH Keywords: robust decision theory
zbMATH Keywords: uncertainty aversion
zbMATH Keywords: risk aversion
MaRDI profile type: Publication
OpenAlex ID: W3122830184
cites work: Total risk aversion, stochastic optimal control, and differential games
cites work: Q5829371
cites work: Stochastic Differential Utility
cites work: Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
cites work: Maxmin expected utility with non-unique prior
cites work: State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity
cites work: Robust Permanent Income and Pricing
cites work: Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
cites work: Q4549700
cites work: Robust control and recursive utility
cites work: Minimax Control of Discrete Time Stochastic Systems
cites work: Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?
cites work: A Closed-form Solution for a Model of Precautionay Saving
cites work: Risk-sensitive linear/quadratic/gaussian control
cites work: Q3997540
DOI: 10.1016/J.JEDC.2003.05.002
published in: Journal of Economic Dynamics and Control
Recommended article: Q4665589
Recommended article: A computation method in robust Bayesian decision theory
Recommended article: Q3729801
Recommended article: Bayesian robustness for decision making problems: applications in medical contexts
Recommended article: Q4839010
Recommended article: Bayesian Robustness
Recommended article: Asymptotic global robustness in Bayesian decision theory
Recommended article: Q4866180
description: scientific article; zbMATH DE number 5362834