Issues and Problems in Decision Making Under Uncertainty

Pierre Carpentier; Jean Philippe Chancelier; Guy Cohen; Michel De Lara

doi:10.1007/978-3-319-18138-7_1

Issues and Problems in Decision Making Under Uncertainty

Pierre Carpentier, Jean Philippe Chancelier, Guy Cohen, Michel De Lara

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Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Abstract

The future cannot be predicted exactly, but one may learn from past observations. Past decisions can also improve future predictability. This is the context in which decisions are generally made. Herein, we discuss some mathematical issues pertaining to this topic.

Original language	English
Title of host publication	Probability Theory and Stochastic Modelling
Publisher	Springer Nature
Pages	3-26
Number of pages	24
DOIs	https://doi.org/10.1007/978-3-319-18138-7_1
Publication status	Published - 1 Jan 2015

Publication series

Name	Probability Theory and Stochastic Modelling
Volume	75
ISSN (Print)	2199-3130
ISSN (Electronic)	2199-3149

Keywords

Admissible Solution
Scenario Tree
Stochastic Optimal Control
Stochastic Programming
Uniform Probability Distribution

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10.1007/978-3-319-18138-7_1

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AU - Cohen, Guy

AU - De Lara, Michel

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KW - Stochastic Optimal Control

KW - Stochastic Programming

KW - Uniform Probability Distribution

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Issues and Problems in Decision Making Under Uncertainty

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