Pages that link to "Item:Q2500793"
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The following pages link to Time consistent dynamic risk measures (Q2500793):
Displayed 22 items.
- On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (Q320895) (← links)
- Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Threshold probability of non-terminal type in finite horizon Markov decision processes (Q640993) (← links)
- An overview of representation theorems for static risk measures (Q1042990) (← links)
- A survey on risk-averse and robust revenue management (Q1694904) (← links)
- Markov decision processes with average-value-at-risk criteria (Q1935914) (← links)
- Dynamic CVAR with multi-period risk problems (Q2392648) (← links)
- Multiperiod mean-standard-deviation time consistent portfolio selection (Q2409276) (← links)
- Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
- Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences (Q2514776) (← links)
- The optimal portfolios based on a modified safety-first rule with risk-free saving (Q2515269) (← links)
- Time consistent policy of multi-period mean-variance (Q2515277) (← links)
- CV<scp>a</scp> R HEDGING USING QUANTIZATION-BASED STOCHASTIC APPROXIMATION ALGORITHM (Q2788694) (← links)
- Multilevel Optimization Modeling for Risk-Averse Stochastic Programming (Q2806871) (← links)
- Computational Methods for Risk-Averse Undiscounted Transient Markov Models (Q2875608) (← links)
- Markov decision processes with iterated coherent risk measures (Q2938604) (← links)
- Tight Approximations of Dynamic Risk Measures (Q3449453) (← links)
- Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision Processes in Continuous Time (Q3465235) (← links)
- BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM (Q4906533) (← links)
- Variance-penalized Markov decision processes: dynamic programming and reinforcement learning techniques (Q5166474) (← links)
- Multiperiod Mean-CVaR Portfolio Selection (Q5356993) (← links)