Decision tree analysis for a risk averse decision maker: CVaR criterion (Q2356215)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Decision tree analysis for a risk averse decision maker: CVaR criterion |
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Decision tree analysis for a risk averse decision maker: CVaR criterion (English)
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29 July 2015
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discrete scenario space
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sequential decision making
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conditional value-at-risk
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risk aversion
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