Time consistent dynamic risk measures (Q2500793): Difference between revisions

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+https://doi.org/10.1007/s00186-005-0045-1
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+W1997933673
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+Q3292915
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+Stochastic Target Hitting Time and the Problem of Early Retirement
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+Target-level criterion in Markov decision processes
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+Variance-Penalized Markov Decision Processes
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+Percentile performance criteria for limiting average Markov decision processes
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+Risk-Sensitive Markov Decision Processes
@@ Property / cites work: Risk-Sensitive Markov Decision Processes / rank @@
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+Q4782132
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+Optimal models with maximizing probability of first achieving target value in the preceding stages
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+Q4315289
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+Minimizing risk models in Markov decision processes with policies depending on target values
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+Optimization models for the first arrival target distribution function in discrete time
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