Decision making under uncertainty : robust and data-driven approaches

A wide variety of decision problems in engineering, science and economics involve uncertain parameters whose values are unknown to the decision maker when the decisions are made. Ignoring this uncertainty can lead to inferior solutions that perform poorly in practice. Many decision problems under un...

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Bibliographic Details
Main Author: Hanasusanto, Grani Adiwena
Other Authors: Kuhn, Daniel ; Wiesemann, Wolfram
Published: Imperial College London 2015
Subjects:
004
Online Access:https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.749092