Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making
Author:
Funder
RGC
Publisher
Springer Science and Business Media LLC
Subject
Management Information Systems,Business, Management and Accounting (miscellaneous),Management Science and Operations Research,Statistics, Probability and Uncertainty
Link
https://link.springer.com/content/pdf/10.1007/s10287-023-00475-x.pdf
Reference93 articles.
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3. Allais M (1953) Le comportement de l’homme rationnel devant le risque: critique des postulats et axiomes de l’école américaine. Econom J Econom Soc 503–546
4. Anderson DR, Sweeney DJ, Williams TA, Camm JD, Cochran JJ (2018) An introduction to management science: quantitative approach. Cengage Learn
5. Anscombe FJ, Aumann RJ (1963) A definition of subjective probability. Ann Math Stat 34(1):199–205
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