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Statistical Decision Problems

Author

Listed:
  • Michael Zabarankin

    (Stevens Institute of Technology)

  • Stan Uryasev

    (University of Florida)

Abstract

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Suggested Citation

  • Michael Zabarankin & Stan Uryasev, 2014. "Statistical Decision Problems," Springer Optimization and Its Applications, Springer, edition 127, number 978-1-4614-8471-4, December.
    • Handle: RePEc:spr:spopap:978-1-4614-8471-4
    DOI: 10.1007/978-1-4614-8471-4
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    Cited by:

    1. Grechuk, Bogdan & Zabarankin, Michael, 2016. "Inverse portfolio problem with coherent risk measures," European Journal of Operational Research, Elsevier, vol. 249(2), pages 740-750.
    2. Daniel Espinoza & Eduardo Moreno, 2014. "A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs," Computational Optimization and Applications, Springer, vol. 59(3), pages 617-638, December.
    3. Grechuk, Bogdan & Zabarankin, Michael, 2018. "Direct data-based decision making under uncertainty," European Journal of Operational Research, Elsevier, vol. 267(1), pages 200-211.

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