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

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s00186-005-0045-1 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1997933673 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3292915 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Target Hitting Time and the Problem of Early Retirement / rank
 
Normal rank
Property / cites work
 
Property / cites work: Target-level criterion in Markov decision processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variance-Penalized Markov Decision Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Percentile performance criteria for limiting average Markov decision processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-Sensitive Markov Decision Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4782132 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal models with maximizing probability of first achieving target value in the preceding stages / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4315289 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimizing risk models in Markov decision processes with policies depending on target values / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimization models for the first arrival target distribution function in discrete time / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 18:26, 24 June 2024

scientific article
Language Label Description Also known as
English
Time consistent dynamic risk measures
scientific article

    Statements

    Identifiers