Dynamic risked equilibrium
From MaRDI portal
Recommendations
Cites work
- A Necessary and Sufficient Qualification for Constrained Optimization
- Advances in prospect theory: cumulative representation of uncertainty
- Coherent measures of risk
- Complementarity problems in GAMS and the PATH solver
- Dynamic coherent risk measures
- Dynamic consistency for stochastic optimal control problems
- Entropic risk measures: coherence vs. convexity, model ambiguity and robust large deviations
- Equilibrium, uncertainty and risk in hydro-thermal electricity systems
- Existence and Uniqueness of Equilibrium Points for Concave N-Person Games
- Existence of an Equilibrium for a Competitive Economy
- Interchangeability principle and dynamic equations in risk averse stochastic programming
- Introduction to stochastic programming.
- Lectures on stochastic programming. Modeling and theory.
- Liquidity risks on power exchanges: a generalized Nash equilibrium model
- Modeling gas markets with endogenous long-term contracts
- On risk averse competitive equilibrium
- On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach
- Pareto Equilibria with coherent measures of risk
- Reexamination of the perfectness concept for equilibrium points in extensive games
- Risk trading and endogenous probabilities in investment equilibria
- Risk-averse dynamic programming for Markov decision processes
- Risk-Sensitive Markov Decision Processes
- Stochastic Dominance and Expected Utility: Survey and Analysis
- The Dual Theory of Choice under Risk
Cited in
(11)- Competitive equilibria in a comonotone market
- Competitive equilibriums and social shaping for multi-agent systems
- On risk averse competitive equilibrium
- Risk-averse equilibrium modeling and social optimality of cap-and-trade mechanisms
- Equilibrium, uncertainty and risk in hydro-thermal electricity systems
- Risk trading and endogenous probabilities in investment equilibria
- Renewable electricity capacity planning with uncertainty at multiple scales
- Dynamic stochastic projection method for multistage stochastic variational inequalities
- Strategic behavior of risk-averse agents under stochastic market clearing
- On the valuation of legacy power production in liberalized markets via option-pricing
- Risk-adaptive approaches to stochastic optimization: a survey
This page was built for publication: Dynamic risked equilibrium
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5095185)
