Abstract. In open scenarios, agents willing to cooperate must impact the communication barrier between them and their unknown partners. If agents are not relying on any agreement a...
Maria Teresa Pazienza, Savino Sguera, Armando Stel...
Sensitivity analyses have long been used to assess the impacts of uncertainties on outcomes of decision models. Several approaches have been suggested, but it has been problematic...
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
Decision making in complex environments in the face of uncertain and missing information is a daunting task. We describe a modeling and simulation based approach to providing plan...
W. Scott Neal Reilly, Sean L. Guarino, Bret Kellih...