Decision-based scenario clustering for decision-making under uncertainty
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
http://link.springer.com/content/pdf/10.1007/s10479-020-03843-x.pdf
Reference40 articles.
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2. Birge, J. R., & Louveaux, F. V. (2011). Introduction to stochastic programming. Springer Series in Operations Research and Financial Engineering, second edition. Springer.
3. Bloom, N., Bond, S., & van Reenen, J. (2007). Uncertainty and investment dynamics. Review of Economic Studies, 74, 391–415.
4. Borgonovo, E., Cappelli, V., Maccheroni, F., & Marinacci, M. (2018). Risk analysis and decision theory: A bridge. European Journal of Operational Research, 264, 280–293.
5. Borgonovo, E., & Peccati, L. (2011). Managerial insights from service industry models: A new scenario decomposition method. Annals of Operations Research, 185(1), 161–179.
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