Correlations and Copulas for Decision and Risk Analysis
Management Science
Introduction to Linear Optimization
Introduction to Linear Optimization
Convex Optimization
Optimal Sequential Exploration: A Binary Learning Model
Decision Analysis
A Simulation-Based Approach to Decision Making with Partial Information
Decision Analysis
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In this paper, we propose new methods to approximate probability distributions that are incompletely specified. We compare these methods to the use of maximum entropy and quantify the accuracy of all methods within the context of an illustrative example. We show that within the context of our example, the methods we propose are more accurate than existing methods.