Direct data-based decision making under uncertainty
نویسندگان
چکیده
منابع مشابه
Direct Data-Driven Methods for Decision Making under Uncertainty
where the future cost f depends both on the decision u ∈ U as well as the outcome of uncertain events, represented by a random variable X ∈ X . Here the random variable X follows a distribution P which is assumed to be known in order to form the expectation in problem (1). Examples includes making an inventory decision with uncertainty future demand, purchasing stocks with uncertain information...
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1 Laboratory of Computational Neuroscience, École Polytechnique Fédérale de Lausanne, Lausanne, Switzerland 2 Laboratoire de Recherché en Neuroimagerie, Le Centre Hospitalier Universitaire Vaudois, Lausanne, Switzerland 3 Information Processing and Economic Decision Making, Department of Psychology, Universität Konstanz, Konstanz, Germany 4 Economic Psychology, Department of Psychology, Univers...
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2018
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2017.11.021