Pages that link to "Item:Q2514776"
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The following pages link to Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences (Q2514776):
Displaying 39 items.
- On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (Q320895) (← links)
- Building up time-consistency for risk measures and dynamic optimization (Q320898) (← links)
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
- A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning (Q827142) (← links)
- Optimizing conditional value-at-risk in dynamic pricing (Q1621836) (← links)
- On preparedness resource allocation planning for natural disaster relief under endogenous uncertainty with time-consistent risk-averse management (Q1651646) (← links)
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (Q1652363) (← links)
- A survey on risk-averse and robust revenue management (Q1694904) (← links)
- Time-consistent, risk-averse dynamic pricing (Q1737496) (← links)
- On the solution variability reduction of stochastic dual dynamic programming applied to energy planning (Q1751701) (← links)
- Flexible lease contracts in the fleet replacement problem with alternative fuel vehicles: a real-options approach (Q1754093) (← links)
- Risk management for forestry planning under uncertainty in demand and prices (Q1754283) (← links)
- On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty (Q1782185) (← links)
- Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (Q1983719) (← links)
- On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management (Q1989732) (← links)
- Inequity-averse stochastic decision processes (Q2028863) (← links)
- A data-driven approach for a class of stochastic dynamic optimization problems (Q2057219) (← links)
- Socially responsible merchant operations: comparison of shutdown-averse CVaR and anticipated regret policies (Q2060601) (← links)
- Peril, prudence and planning as risk, avoidance and worry (Q2116017) (← links)
- Hedge fund's dynamic leverage decisions under time-inconsistent preferences (Q2178105) (← links)
- Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management (Q2184057) (← links)
- Balancing risk: generation expansion planning under climate mitigation scenarios (Q2242272) (← links)
- Markov decision processes with recursive risk measures (Q2242350) (← links)
- Nested conditional value-at-risk portfolio selection: a model with temporal dependence driven by market-index volatility (Q2273929) (← links)
- A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania (Q2288850) (← links)
- Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
- On dealing with strategic and tactical decision levels in forestry planning under uncertainty (Q2289912) (← links)
- Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR (Q2338542) (← links)
- On variance reduction of mean-CVaR Monte Carlo estimators (Q2355198) (← links)
- A multistage linear stochastic programming model for optimal corporate debt management (Q2514832) (← links)
- Structure of risk-averse multistage stochastic programs (Q2516634) (← links)
- Risk-sensitive control of Markov decision processes: a moment-based approach with target distributions (Q2664336) (← links)
- Nonlinear PDE Approach to Time-Inconsistent Optimal Stopping (Q2968547) (← links)
- Tight Approximations of Dynamic Risk Measures (Q3449453) (← links)
- Models for Optimization of Power Systems (Q3462315) (← links)
- Time Consistency of the Mean-Risk Problem (Q5031608) (← links)
- Risk-Averse Approximate Dynamic Programming with Quantile-Based Risk Measures (Q5219554) (← links)
- Risk-averse dynamic pricing using mean-semivariance optimization (Q6113462) (← links)
- Markov decision processes with risk-sensitive criteria: an overview (Q6540475) (← links)
