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Decision problems with partial uncertainty under the hypothesis of monotony. (Spanish) Zbl 0673.62011

Summary: The decision problem (\(\Theta\),\(\Delta\),\(\rho)\) is studied when \(\Theta\) is a finite interval of \({\mathbb{R}}\) and the decision maker possesses information about the probabilities of a \(\Theta\)-partition into subintervals, about the monotonies of the f.d.d. on these subintervals of \(\Theta\), and some constraints about the moments of the distribution and certain extensions of these within this context. In addition to the corresponding characterizations, we find algorithms of resolution.

MSC:

62C99 Statistical decision theory
90C90 Applications of mathematical programming
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References:

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