Pages that link to "Item:Q2480233"
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The following pages link to Coherent multiperiod risk adjusted values and Bellman's principle (Q2480233):
Displaying 50 items.
- On some claims related to Choquet integral risk measures (Q1761861) (← links)
- Generalized stochastic differential utility and preference for information (Q1769427) (← links)
- On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty (Q1782185) (← links)
- A trade execution model under a composite dynamic coherent risk measure (Q1785321) (← links)
- Scenario decomposition of risk-averse multistage stochastic programming problems (Q1931651) (← links)
- Dynamic consistency for stochastic optimal control problems (Q1931661) (← links)
- Recursiveness of indifference prices and translation-invariant preferences (Q1932524) (← links)
- Representation results for law invariant time consistent functions (Q1932525) (← links)
- Markov decision processes with average-value-at-risk criteria (Q1935914) (← links)
- On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management (Q1989732) (← links)
- Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
- A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure (Q2028454) (← links)
- Time (in)consistency of multistage distributionally robust inventory models with moment constraints (Q2029289) (← links)
- Continuous-time limits of multi-period cost-of-capital margins (Q2063033) (← links)
- The least squares estimator of random variables under convex operators on \(L_{\mathcal{F}}^\infty (\mu)\) space (Q2070635) (← links)
- Time consistency for scalar multivariate risk measures (Q2076040) (← links)
- Gittins' theorem under uncertainty (Q2076662) (← links)
- Peril, prudence and planning as risk, avoidance and worry (Q2116017) (← links)
- Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
- Laws of large numbers under model uncertainty with an application to \(m\)-dependent random variables (Q2124686) (← links)
- On the use of the terminal-value approach in risk-value models (Q2151650) (← links)
- Set-valued dynamic risk measures for processes and for vectors (Q2153523) (← links)
- Risk analysis via Łukasiewicz logic (Q2156531) (← links)
- Downside risk measurement in regime switching stochastic volatility (Q2178387) (← links)
- Time consistent pricing of options with embedded decisions (Q2180301) (← links)
- Risk forms: representation, disintegration, and application to partially observable two-stage systems (Q2189442) (← links)
- On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration (Q2190063) (← links)
- A survey of decision making and optimization under uncertainty (Q2241216) (← links)
- Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency (Q2273972) (← links)
- Dynamic systemic risk measures for bounded discrete time processes (Q2274151) (← links)
- The strictest common relaxation of a family of risk measures (Q2276204) (← links)
- The value of a liability cash flow in discrete time subject to capital requirements (Q2282964) (← links)
- Coherent quality management for big data systems: a dynamic approach for stochastic time consistency (Q2283176) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Conditional submodular Choquet expected values and conditional coherent risk measures (Q2302766) (← links)
- An active-set strategy to solve Markov decision processes with good-deal risk measure (Q2329646) (← links)
- Time-consistency of risk measures: how strong is such a property? (Q2331015) (← links)
- Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR (Q2338542) (← links)
- Dispatch planning using newsvendor dual problems and occupation times: application to hydropower (Q2355074) (← links)
- Decision tree analysis for a risk averse decision maker: CVaR criterion (Q2356215) (← links)
- A quantitative comparison of risk measures (Q2400017) (← links)
- Better than pre-committed optimal mean-variance policy in a jump diffusion market (Q2407984) (← links)
- The least squares estimator of random variables under sublinear expectations (Q2408605) (← links)
- Hedging under generalized good-deal bounds and model uncertainty (Q2408899) (← links)
- On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
- Dynamic risk measures for processes via backward stochastic differential equations (Q2415962) (← links)
- An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree (Q2430615) (← links)
- Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
- Mutual absolute continuity of multiple priors (Q2469869) (← links)
- Coherent and convex monetary risk measures for bounded càdlàg processes (Q2485764) (← links)
