Progressing from uncertainty to risk for DEA-based decisions.
Darold T. BarnumJohn M. GleasonB. HemilyJ. LinP. WangPublished in: J. Oper. Res. Soc. (2010)
Keyphrases
- risk averse
- decision making
- decision makers
- risk measures
- expected utility
- data envelopment analysis
- efficient frontier
- risk aversion
- extreme events
- utility function
- risk management
- uncertain data
- cumulative prospect theory
- knowledge about the world
- investment decisions
- decision theory
- risk analysis
- input output
- high risk
- neural network
- making decisions
- belief functions
- design decisions
- statistical analysis
- minimum risk
- linear programming
- evolutionary algorithm
- learning algorithm
- genetic algorithm