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On a class of decision problems under partial uncertainty. (Spanish) Zbl 0673.62010

Summary: The decision problem when there is an environment of partial uncertainty is studied, in the sense that the a priori distribution - which is supposed as absolutely continuous - on the space of conditions - a real interval - is not completely known, but we have some information in relation to the probabilities of some \(\Theta\) subintervals, or boundaries of these, as well as some constraints about the moments, and certain extensions of these within this context.

MSC:

62C99 Statistical decision theory
62C20 Minimax procedures in statistical decision theory
90C90 Applications of mathematical programming
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References:

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