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JOURNALS // Artificial Intelligence and Decision Making // Archive
Artificial Intelligence and Decision Making, 2015 Issue 2, Pages 60–74 (Mi iipr324)
Optimal choice

Measures of risk as criteria for choice under probabilistic uncertainty

V. V. Podinovski

HSE University, Moscow

Abstract: We provide an analytical overview of the numerical characteristics (measures) of risk used as criteria to evaluate options in the decision problems. Special attention is paid to the mean absolute semideviation.

Keywords: decision making problems, probability uncertainty, risk, criteria, measures of risk, mean absolute semideviation.



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© Steklov Math. Inst. of RAS, 2024