Pages that link to "Item:Q320891"
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The following pages link to Time-inconsistent multistage stochastic programs: martingale bounds (Q320891):
Displaying 24 items.
- Controlled Markov decision processes with AVaR criteria for unbounded costs (Q515747) (← links)
- Optimizing conditional value-at-risk in dynamic pricing (Q1621836) (← links)
- A survey on risk-averse and robust revenue management (Q1694904) (← links)
- Time-consistent, risk-averse dynamic pricing (Q1737496) (← links)
- Risk aversion in imperfect natural gas markets (Q1751818) (← links)
- A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure (Q2028454) (← links)
- Time-consistent portfolio optimization (Q2028852) (← links)
- Inequity-averse stochastic decision processes (Q2028863) (← links)
- Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control (Q2082497) (← links)
- A review of revenue management: recent generalizations and advances in industry applications (Q2178060) (← 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)
- On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration (Q2190063) (← links)
- Risk-sensitive control of Markov decision processes: a moment-based approach with target distributions (Q2664336) (← links)
- Risk-averse multi-stage stochastic optimization for surveillance and operations planning of a forest insect infestation (Q2670546) (← links)
- From Empirical Observations to Tree Models for Stochastic Optimization: Convergence Properties (Q2817839) (← links)
- Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks (Q2833115) (← links)
- Recursive risk measures under regime switching applied to portfolio selection (Q4555153) (← links)
- Mathematical Foundations of Distributionally Robust Multistage Optimization (Q5013589) (← links)
- Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Q5050085) (← links)
- Stochastic Control of Optimized Certainty Equivalents (Q5097215) (← links)
- Optimal Control of Conditional Value-at-Risk in Continuous Time (Q5347544) (← links)
- The policy graph decomposition of multistage stochastic programming problems (Q6092646) (← links)
- Risk-averse dynamic pricing using mean-semivariance optimization (Q6113462) (← links)
