Conditional submodular coherent risk measures

DOI10.1007/978-3-319-91476-3_20MaRDI QIDQ2107320OpenAlexFDO

Authors Giulianella Coletti, Davide Petturiti, Barbara Vantaggi

Publication date 1 December 2022

Full work available at URL https://doi.org/10.1007/978-3-319-91476-3_20

zbMATH Keywords

coherent risk measureconditional Choquet expected valueconditional submodular capacity

Mathematics Subject Classification ID

Artificial intelligence (68Txx)

Recommendations

• Conditional submodular Choquet expected values and conditional coherent risk measures
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Cited in

(5)

• 2-monotone outer approximations of coherent lower probabilities
• Conditional submodular Choquet expected values and conditional coherent risk measures
• Dutch book rationality conditions for conditional preferences under ambiguity
• Risk averse submodular utility maximization
• Models for pessimistic or optimistic decisions under different uncertain scenarios

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