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Optimal Sequential Exploration: A Binary Learning Model
9 references·15 citing·47 second hop
Optimal Sequential Exploration: A Binary Learning Model (2006)Optimal Sequential Exploration: A Binary …Assessing Dependence: Some Experimental Results (2000)Assessing Dependence: Some Ex…Options in the Real World: Lessons Learned in Evaluating Oil and Gas Investments (1999)Options in the Real World: Le…Correlations and Copulas for Decision and Risk Analysis (1999)Correlations and Copulas for …Valuing Oil Properties: Integrating Option Pricing and Decision Analysis Approaches (1998)Valuing Oil Properties: Integ…An Application of Copulas to Accident Precursor Analysis (1998)An Application of Copulas to …Generalized Chebychev Inequalities: Theory and Applications in Decision Analysis (1995)Generalized Chebychev Inequal…Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases (1988)Option Valuation of Claims on…Improving the Consistency of Conditional Probability Assessments for Forecasting and Decision Making (1983)Improving the Consistency of …Decision analysis for petroleum exploration (1975)Decision analysis for petrole…Sequential Exploration: Valuation with Geological Dependencies and Uncertain Oil Prices (2020)Sequential Exploration: Valua…Sequential Refined Partitioning for Probabilistic Dependence Assessment (2018)Sequential Refined Partitioni…Modeling dependence in health behaviors (2015)Modeling dependence in health…Modeling Correlated Discrete Uncertainties in Event Trees with Copulas (2015)Modeling Correlated Discrete …Entropy-optimal weight constraint elicitation with additive multi-attribute utility models (2015)Entropy-optimal weight constr…The Value of Information in Portfolio Problems with Dependent Projects (2013)The Value of Information in P…Optimal Sequential Exploration: Bandits, Clairvoyants, and Wildcats (2013)Optimal Sequential Exploratio…From the Editors—Brainstorming, Multiplicative Utilities, Partial Information on Probabilities or Outcomes, and Regulatory Focus (2012)From the Editors—Brainstormin…A Copulas-Based Approach to Modeling Dependence in Decision Trees (2012)A Copulas-Based Approach to M…Risk aversion and CO2 regulatory uncertainty in power generation investment: Policy and modeling implications (2010)Risk aversion and CO2 regulat…Paradoxes in Learning and the Marginal Value of Information (2010)Paradoxes in Learning and the…From the Editors … (2009)From the Editors …From the Editor… (2009)From the Editor…Modeling Dependence Among Geologic Risks in Sequential Exploration Decisions (2008)Modeling Dependence Among Geo…A Bayesian belief network approach for assessing the impact of exploration prospect interdependency: An application to predict gas discoveries in the Netherlands (2008)A Bayesian belief network app…Toward a New Conception of the Environment-Competitiveness Relationship (1995)Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets (2002)A New Method of Estimating Risk Aversion (2006)Martingales and arbitrage in multiperiod securities markets (1979)Making Hard Decisions, an Introduction to Decision Analysis (1992)Valuing Risky Projects: Option Pricing Theory and Decision Analysis (1995)Optimal selling mechanisms under moment conditions (2018)Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization (2018)Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees (2019)The Economics of Information (1961)The Economics of Information (1976)The Paradox of Choice: Why More Is Less (2004)Selecting Computations: Theory and Applications (2012)Sequential Bayes-Optimal Policies for Multiple Comparisons with a Known Standard (2013)The Pricing of Options and Corporate Liabilities (1973)A Theory of Auctions and Competitive Bidding (1982)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)Investor valuation of the abandonment option (1996)The Long-Run Evolution of Energy Prices (1999)Theory of rational option pricing (2005)On the psychology of prediction. 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(1994)Prioritizing a Portfolio of Information Technology Investment Projects (2004)A real options–based CCS investment evaluation model: Case study of China’s power generation sector (2011)Real Options in Operations Research: A Review (2017)Random variables, joint distribution functions, and copulas (1973)The Joy of Copulas: Bivariate Distributions with Uniform Marginals (1986)Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Dependence Structure and Risk Measure* (2003)Supplier default dependencies: Empirical evidence from the automotive industry (2008)Investment under Uncertainty (1994)Decision analysis in energy and environmental modeling: An update (2005)Using Binomial Decision Trees to Solve Real-Option Valuation Problems (2005)Oil and energy price volatility (2006)A distribution-free approach to inducing rank correlation among input variables (1982)Uncertainty (1990)Modelling sample selection using Archimedean copulas (2003)SHELF: The Sheffield Elicitation Framework (2017)Searching for innovation: Product, process, and business model innovations and search behavior in established firms (2018)A Process for Evaluating Exploration Prospects (1997)Risk analysis applied to petroleum exploration and production: an overview (2004)
this work references cited by second hop

References

  • 1988Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases814 cited
  • 1975Decision analysis for petroleum exploration345 cited
  • 1999Correlations and Copulas for Decision and Risk Analysis343 cited
  • 1999Options in the Real World: Lessons Learned in Evaluating Oil and Gas Investments246 cited
  • 1998Valuing Oil Properties: Integrating Option Pricing and Decision Analysis Approaches238 cited
  • 1995Generalized Chebychev Inequalities: Theory and Applications in Decision Analysis121 cited
  • 1998An Application of Copulas to Accident Precursor Analysis106 cited
  • 2000Assessing Dependence: Some Experimental Results104 cited
  • 1983Improving the Consistency of Conditional Probability Assessments for Forecasting and Decision Making53 cited

Cited by

  • 2010Risk aversion and CO2 regulatory uncertainty in power generation investment: Policy and modeling implications81 cited
  • 2010Paradoxes in Learning and the Marginal Value of Information62 cited
  • 2013Optimal Sequential Exploration: Bandits, Clairvoyants, and Wildcats49 cited
  • 2015Entropy-optimal weight constraint elicitation with additive multi-attribute utility models47 cited
  • 2008Modeling Dependence Among Geologic Risks in Sequential Exploration Decisions35 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2012A Copulas-Based Approach to Modeling Dependence in Decision Trees34 cited
  • 2008A Bayesian belief network approach for assessing the impact of exploration prospect interdependency: An application to predict gas discoveries in the Netherlands29 cited
  • 2013The Value of Information in Portfolio Problems with Dependent Projects27 cited
  • 2020Sequential Exploration: Valuation with Geological Dependencies and Uncertain Oil Prices26 cited
  • 2018Sequential Refined Partitioning for Probabilistic Dependence Assessment13 cited
  • 2015Modeling Correlated Discrete Uncertainties in Event Trees with Copulas12 cited
  • 2012From the Editors—Brainstorming, Multiplicative Utilities, Partial Information on Probabilities or Outcomes, and Regulatory Focus3 cited
  • 2009From the Editor…2 cited
  • 2009From the Editors …2 cited
  • 2015Modeling dependence in health behaviors0 cited