Publication | Date of Publication | Type |
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Risk-sensitive Markov decision under risk constraints with coherent risk measures | 2024-02-23 | Paper |
Coherent Risk Measures Derived from Utility Functions | 2023-07-28 | Paper |
Comparison of Risk Averse Utility Functions on Two-Dimensional Regions | 2022-11-04 | Paper |
Bivariate risk measures and stochastic orders | 2021-03-01 | Paper |
Stochastic orders on two-dimensional space: application to cross entropy | 2021-03-01 | Paper |
A Dynamic Average Value-at-Risk Portfolio Model with Fuzzy Random Variables | 2020-02-04 | Paper |
Dynamic average value-at-risk allocation on worst scenarios in asset management | 2019-10-15 | Paper |
Weighted Quasi-Arithmetic Mean on Two-Dimensional Regions and Their Applications | 2017-06-20 | Paper |
Weighted Quasi-Arithmetic Means on Two-Dimensional Regions: An Independent Case | 2017-06-20 | Paper |
WEIGHTED QUASI-ARITHMETIC MEANS AND A RISK INDEX FOR STOCHASTIC ENVIRONMENTS | 2012-05-14 | Paper |
Quasi-arithmetic means and ratios of an interval induced from weighted aggregation operations | 2010-03-26 | Paper |
A Perception-Based Portfolio Under Uncertainty: Minimization of Average Rates of Falling | 2009-12-17 | Paper |
An estimation model of value-at-risk portfolio under uncertainty | 2009-12-07 | Paper |
A Defuzzification Method of Fuzzy Numbers Induced from Weighted Aggregation Operations | 2009-04-07 | Paper |
Fuzzy Extension of Estimations with Randomness: The Perception-Based Approach | 2009-02-17 | Paper |
Aggregated Mean Ratios of an Interval Induced from Aggregation Operations | 2008-11-25 | Paper |
PERCEPTION-BASED ESTIMATIONS OF FUZZY RANDOM VARIABLES: LINEARITY AND CONVEXITY | 2008-09-09 | Paper |
A Risk-Minimizing Model Under Uncertainty in Portfolio | 2008-01-02 | Paper |
Modeling Decisions for Artificial Intelligence | 2005-08-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q4667062 | 2005-04-19 | Paper |
Continuous-time fuzzy decision processes with discounted rewards. | 2003-11-17 | Paper |
A discrete-time model of American put option in an uncertain environment. | 2003-09-07 | Paper |
The valuation of European options in uncertain environment | 2003-04-10 | Paper |
Fuzzy stopping in continuous-time dynamic fuzzy systems | 2003-04-02 | Paper |
Optimal stopping models in a stochastic and fuzzy environment | 2003-02-11 | Paper |
A fuzzy ordering on multi-dimensional fuzzy sets induced from convex cones | 2003-02-05 | Paper |
A zero-sum stopping game in a continuous-time dynamic fuzzy system. | 2002-06-13 | Paper |
Multicriteria optimal stopping of a fuzzy and stochastic system | 2002-06-13 | Paper |
A minimax theorem for zero-sum stopping games in dynamic fuzzy systems | 2002-05-05 | Paper |
A stopping game in a stochastic and fuzzy environment. | 2002-05-05 | Paper |
Fuzzy decision processes with an average reward criterion. | 2002-05-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q2737575 | 2002-03-24 | Paper |
A continuous-time dynamic fuzzy system. I: A limit theorem | 2001-07-08 | Paper |
A continuous-time dynamic fuzzy system. II: Fuzzy potentials | 2001-07-05 | Paper |
A limit theorem in dynamic fuzzy systems with transitive fuzzy relations | 2000-09-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4935050 | 2000-01-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q4935234 | 2000-01-30 | Paper |
The recurrence of dynamic fuzzy systems | 2000-01-25 | Paper |
Superharmonic fuzzy sets on recurrent sets in dynamic fuzzy systems | 2000-01-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q4703566 | 1999-12-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q4253425 | 1999-11-08 | Paper |
A time-average fuzzy reward criterion in fuzzy decision processes | 1999-08-22 | Paper |
An optimal stopping zero-sum game in discrete-time multi-armed bandit processes | 1999-08-02 | Paper |
Duality in dynamic fuzzy systems | 1999-06-17 | Paper |
Cyclic classes and an ergodic theorem in dynamic fuzzy systems | 1999-06-17 | Paper |
The optimal stopped fuzzy rewards in some continuous-time dynamic fuzzy systems | 1999-03-02 | Paper |
https://portal.mardi4nfdi.de/entity/Q4377035 | 1998-02-08 | Paper |
An optimal stopping problem in dynamic fuzzy systems with fuzzy rewards | 1997-09-01 | Paper |
Markov chains with a transition possibility measure and fuzzy dynamic programming | 1996-09-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q4844752 | 1995-08-27 | Paper |
Optimal stopping problems for multiarmed bandit processes with arms' independence | 1995-01-10 | Paper |
Zero-sum Games for Discrete-time Multi-armed Bandit Processes with a Generalized Discount | 1993-02-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q3357999 | 1991-01-01 | Paper |
On an Optimal Stopping Problem for Multi-Parameter Diffusion Processes | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4730571 | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4734569 | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3747430 | 1986-01-01 | Paper |
CONTROLLED DIFFUSION PROCESSES WITE SUCCESSIVE REWARDS | 1985-01-01 | Paper |