Concepedia

Decision-dependent Risk

Decision-Dependent Risk is a type of risk in optimization under uncertainty whose probabilistic structure or feasible domain is explicitly influenced by the decision variables, thereby distinguishing it from exogenously determined risks by encoding endogenous uncertainty that depends on the optimizer’s choices.

15

Publications

555

Citations

42

Authors

23

Institutions

Publications per year

2017–2026

5

Variants

Endogenous Risk

Parents

Publications

15

World Risk Society and Manufactured Uncertainties

Ulrich Beck · 2009 · 77 citations

, , +14

On two dependent individual risk models

Hélène Cossette, Patrice Gaillardetz, Étienne Marceau et al. · Insurance Mathematics and Economics · 2002 · 71 citations

, , +11

Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures

Krzysztof Postek, Dick den Hertog, Bertrand Melenberg · SIAM Review · 2016 · 65 citations

, , +17

The effect of decision risk and project stage on escalation of commitment

Journal of International Crisis and Risk Communication Research · 2007 · 65 citations · Full text

, , +14

An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty

Mort Webster, Nidhi Santen, Panos Parpas · Computational Management Science · 2012 · 53 citations

, , +14

1–5 of 15

Authors

42

  1. JH
    Julien Harou

    University College London, United Kingdom

    1 publications · 12 citations

    1

    h-index

  2. JX
    Jiehua Xie

    Jiangxi University of Water Resources and Electric Power, China

    1 publications · 14 citations

    1

    h-index

  3. CS
    Changzheng Shao

    Chongqing University, China

    1 publications · 33 citations

    1

    h-index

  4. KP
    Krzysztof Postek

    Tilburg University, Netherlands

    1 publications · 65 citations

    1

    h-index

  5. UB
    Ulrich Beck

    University of Rostock, Germany

    1 publications · 77 citations

    1

    h-index

1–5 of 42

Institutions

23

  1. Adolfo Ibáñez University

    Santiago, Chile

    1 h-index

    1 publications

    27 citations

  2. Georgia Institute of Technology

    Atlanta, United States

    1 h-index

    1 publications

    27 citations

  3. Aalborg University

    Aalborg, Denmark

    1 h-index

    1 publications

    33 citations

  4. Engineering Systems (United States)

    Omaha, United States

    1 h-index

    2 publications

    106 citations

  5. Asian Institute of Technology

    Pathum Thani, Thailand

    1 h-index

    3 publications

    42 citations

  6. University of Alberta

    Edmonton, Canada

    1 h-index

    2 publications

    98 citations

  7. University College London

    London, United Kingdom

    1 h-index

    3 publications

    36 citations

  8. Rice University

    Houston, United States

    1 h-index

    1 publications

    11 citations

1–8 of 23

Venues

  1. Mathematical Methods of Operations Research

    1 publications · 27 citations

    1

    h-index

  2. Engineering Geology

    1 publications · 22 citations

    1

    h-index

  3. IEEE Transactions on Power Systems

    1 publications · 33 citations

    1

    h-index

  4. 1

    h-index

  5. Computational Management Science

    1 publications · 53 citations

    1

    h-index

1–5