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Essays On Decision Problems Under Uncertainty, Mahsa Mardikoraem

Theses and Dissertations

One of the fundamental questions in many operations and decision problems is how to incorporate available information into the decision-making process in uncertain environments. In two essays, we develop tools for operations decision problems. In the first essay, we consider the case when only partial information (mode and a few percentiles) about the probability distribution of the variable of interest is available. In the second essay, we consider the case when a sample observation from the variable of interest and its predictors, along with prior distributions about the parameters of the probability model, are available.

Essay 1. Maximum entropy distributions …