Parametric multi-attribute utility functions for optimal profit under risk constraints (Q430155): Difference between revisions

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+Coherent Measures of Risk
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+Q3725052
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+Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming
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+AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
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+Optimization with Stochastic Dominance Constraints
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+Maxmin expected utility with non-unique prior
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+Q2736598
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+Prospect Theory: An Analysis of Decision under Risk
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+Maxmin under risk
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+From stochastic dominance to mean-risk models: Semideviations as risk measures
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+Advances in prospect theory: cumulative representation of uncertainty
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+Q2892811
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+Prospect Theory
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