Stochastic decision problems with multiple risk-averse agents (Q1695076): Difference between revisions
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Revision as of 04:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic decision problems with multiple risk-averse agents |
scientific article |
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Stochastic decision problems with multiple risk-averse agents (English)
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6 February 2018
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dynamic programming equation
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forward-backward SDEs
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multiple risk-averse agents
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Pareto optimality
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risk-averse decisions
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value functions
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viscosity solutions
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