科研之友
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摘要
Starting with the seminal paper of Gilboa and Schmeidler (1989) [32] an analogy between the maxmin approach of decision theory under ambiguity and the minimax approach of robust statistics - e.g., Blum and Rosenblatt (1967) [10] has been hinted at. The present paper formally clarifies this relation by showing the conditions under which the two approaches are actually equivalent.
- 出版日期2013-5
