Modeling uncertainty of expert elicitation for use in risk-based optimization.
Michael D. TeterJohannes O. RoysetAlexandra M. NewmanPublished in: Ann. Oper. Res. (2019)
Keyphrases
- expected utility
- risk averse
- utility function
- risk measures
- optimization algorithm
- minimax regret
- risk management
- robust optimization
- modeling method
- optimization model
- optimization process
- constrained optimization
- decision theory
- uncertain data
- reasoning under uncertainty
- chance constraints
- minimum risk
- portfolio optimization
- decision making
- high risk
- belief functions
- global optimization
- human experts
- incomplete information
- optimization problems
- search algorithm