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Robust decision-making under risk and ambiguity

Maximilian Blesch, Philipp Eisenhauer

arXiv 23 Apr 2021 · Econometrics

arXiv:2104.12573 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Economists often estimate economic models on data and use the point estimates as a stand-in for the truth when studying the model's implications for optimal decision-making. This practice ignores model ambiguity, exposes the decision problem to misspecification, and ultimately leads to post-decision disappointment. Using statistical decision theory, we develop a framework to explore, evaluate, and optimize robust decision rules that explicitly account for estimation uncertainty. We show how to operationalize our analysis by studying robust decisions in a stochastic dynamic investment model in which a decision-maker directly accounts for uncertainty in the model's transition dynamics.

Citation extraction

80
references
109
in-text mentions
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distinct cited
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main-text words

appendix boundary found by appendix_command · 95% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Rust, J (1987) Optimal replacement of GMC bus engines: An empirical model of Harold Zurcher0.9619389%
2Iyengar, G. N (2005) Robust dynamic programming0.9285380%
3Ben-Tal, A., den Hertog, D., De Waegenaere, A., Melenberg, B., and R… (2013) Robust solutions of optimization problems affected by uncertain probabilities0.92843100%
4Bertsimas, D., Gupta, V., and Kallus, N (2018) Data-driven robust optimization0.73732100%
5Nilim, A. and El Ghaoui, L (2005) Robust control of Markov decision processes with uncertain transition matrices0.73732100%
6Rust, J (1988) Maximum likelihood estimation of discrete control processes0.6443267%
7Ben-Tal, A., El Ghaoui, L., and Nemirowski, A (2009) Robust optimization0.64422100%
8Berger, J. O (2010) Statistical decision theory and Bayesian analysis0.64422100%
9Blackwell, D (1965) Discounted dynamic programming0.64422100%
10Denardo, E. V (1967) Contraction mappings in the theory underlying dynamic programming0.64422100%

Showing the top 10 of 80 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Structural models for policy-making0.64422