Stochastic decision problems with multiple risk-averse agents (Q1695076)
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scientific article; zbMATH DE number 6835240
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic decision problems with multiple risk-averse agents |
scientific article; zbMATH DE number 6835240 |
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Stochastic decision problems with multiple risk-averse agents (English)
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6 February 2018
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dynamic programming equation
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forward-backward SDEs
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multiple risk-averse agents
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Pareto optimality
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risk-averse decisions
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value functions
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viscosity solutions
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0.7406617403030396
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0.7319507598876953
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0.7221158146858215
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0.7216957807540894
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