I'm working on a problem where an asset owner (e.g., owner of a factory, power plant, etc.) can take a number of possible decisions (say 10). Each of those 10 decisions entails certain actions, but the profitability of those decisions is not known in advance (because of uncertainty in a number of the underlying variables). Empirical distributions of the unknown variables can be derived, and the profit/loss distributions can be computed for each of the 10 possible decisions.
What would be some of the standard ways of deciding which decision was best? Each profit/loss distribution has its own mean, standard deviation, percent of the curve which is negative, worst case scenario, best case scenario, etc. Is there a good standard way to make this comparison?