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Certainty Equivalents for Three-Point Discrete-Distribution Approximations

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Cited by:

  1. Sun, Lili & Shenoy, Prakash P., 2007. "Using Bayesian networks for bankruptcy prediction: Some methodological issues," European Journal of Operational Research, Elsevier, vol. 180(2), pages 738-753, July.
  2. Robert K. Hammond & J. Eric Bickel, 2017. "Discretization Precision and Assessment Error," Decision Analysis, INFORMS, vol. 14(1), pages 21-34, March.
  3. Chung-Li Tseng & Tong Zhao & Chung Fu, 2009. "Contingency estimation using a real options approach," Construction Management and Economics, Taylor & Francis Journals, vol. 27(11), pages 1073-1087.
  4. Tianyang Wang & James S. Dyer, 2012. "A Copulas-Based Approach to Modeling Dependence in Decision Trees," Operations Research, INFORMS, vol. 60(1), pages 225-242, February.
  5. Robert K. Hammond & J. Eric Bickel, 2013. "Reexamining Discrete Approximations to Continuous Distributions," Decision Analysis, INFORMS, vol. 10(1), pages 6-25, March.
  6. Danila Azzolina & Paola Berchialla & Dario Gregori & Ileana Baldi, 2021. "Prior Elicitation for Use in Clinical Trial Design and Analysis: A Literature Review," IJERPH, MDPI, vol. 18(4), pages 1-21, February.
  7. Chung-Li Tseng & Kyle Y. Lin, 2007. "A Framework Using Two-Factor Price Lattices for Generation Asset Valuation," Operations Research, INFORMS, vol. 55(2), pages 234-251, April.
  8. Jeffrey S. Stonebraker & Donald L. Keefer, 2009. "OR Practice---Modeling Potential Demand for Supply-Constrained Drugs: A New Hemophilia Drug at Bayer Biological Products," Operations Research, INFORMS, vol. 57(1), pages 19-31, February.
  9. Craig W. Kirkwood & Matthew P. Slaven & Arnold Maltz, 2005. "Improving Supply-Chain-Reconfiguration Decisions at IBM," Interfaces, INFORMS, vol. 35(6), pages 460-473, December.
  10. Kjetil Høyland & Stein W. Wallace, 2001. "Generating Scenario Trees for Multistage Decision Problems," Management Science, INFORMS, vol. 47(2), pages 295-307, February.
  11. Woodruff, Joshua & Dimitrov, Nedialko B., 2018. "Optimal discretization for decision analysis," Operations Research Perspectives, Elsevier, vol. 5(C), pages 288-305.
  12. Jin-Huei Yeh & Jying-Nan Wang & Chung-Ming Kuan, 2014. "A noise-robust estimator of volatility based on interquantile ranges," Review of Quantitative Finance and Accounting, Springer, vol. 43(4), pages 751-779, November.
  13. Abbas, Ali E., 2007. "Moments of utility functions and their applications," European Journal of Operational Research, Elsevier, vol. 180(1), pages 378-395, July.
  14. Durbach, Ian N. & Stewart, Theodor J., 2009. "Using expected values to simplify decision making under uncertainty," Omega, Elsevier, vol. 37(2), pages 312-330, April.
  15. James W. Taylor, 2005. "Generating Volatility Forecasts from Value at Risk Estimates," Management Science, INFORMS, vol. 51(5), pages 712-725, May.
  16. Bistline, John E., 2014. "Natural gas, uncertainty, and climate policy in the US electric power sector," Energy Policy, Elsevier, vol. 74(C), pages 433-442.
  17. Jing Ai & Patrick L. Brockett & Tianyang Wang, 2017. "Optimal Enterprise Risk Management and Decision Making With Shared and Dependent Risks," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(4), pages 1127-1169, December.
  18. Silvia Araújo dos Reis & José Eugenio Leal & Antônio Márcio Tavares Thomé, 2023. "A Two-Stage Stochastic Linear Programming Model for Tactical Planning in the Soybean Supply Chain," Logistics, MDPI, vol. 7(3), pages 1-26, August.
  19. Yifei Zhao & Stein W. Wallace, 2016. "Appraising redundancy in facility layout," International Journal of Production Research, Taylor & Francis Journals, vol. 54(3), pages 665-679, February.
  20. Robert T. Clemen & Terence Reilly, 1999. "Correlations and Copulas for Decision and Risk Analysis," Management Science, INFORMS, vol. 45(2), pages 208-224, February.
  21. John M. Charnes & Prakash P. Shenoy, 2004. "Multistage Monte Carlo Method for Solving Influence Diagrams Using Local Computation," Management Science, INFORMS, vol. 50(3), pages 405-418, March.
  22. Donald L. Keefer & Craig W. Kirkwood & James L. Corner, 2004. "Perspective on Decision Analysis Applications, 1990–2001," Decision Analysis, INFORMS, vol. 1(1), pages 4-22, March.
  23. Reis, Silvia Araújo & Leal, José Eugenio, 2015. "A deterministic mathematical model to support temporal and spatial decisions of the soybean supply chain," Journal of Transport Geography, Elsevier, vol. 43(C), pages 48-58.
  24. Bistline, John E., 2015. "Electric sector capacity planning under uncertainty: Climate policy and natural gas in the US," Energy Economics, Elsevier, vol. 51(C), pages 236-251.
  25. Konstantin Pavlikov & Stan Uryasev, 2018. "CVaR distance between univariate probability distributions and approximation problems," Annals of Operations Research, Springer, vol. 262(1), pages 67-88, March.
  26. De Reyck, Bert & Degraeve, Zeger & Vandenborre, Roger, 2008. "Project options valuation with net present value and decision tree analysis," European Journal of Operational Research, Elsevier, vol. 184(1), pages 341-355, January.
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