Stackelberg risk preference design
From MaRDI portal
Publication:6665396
Recommendations
- Optimum/near-optimum incentive policies for stochastic decision problems involving parametric uncertainty
- Incentive strategies dealing with uncertainty about the follower's MCDM behaviour
- Watch and learn: optimizing from revealed preferences feedback
- scientific article; zbMATH DE number 3843484
- scientific article; zbMATH DE number 980233
Cites work
- scientific article; zbMATH DE number 3133048 (Why is no real title available?)
- scientific article; zbMATH DE number 5145289 (Why is no real title available?)
- scientific article; zbMATH DE number 46303 (Why is no real title available?)
- scientific article; zbMATH DE number 1795125 (Why is no real title available?)
- scientific article; zbMATH DE number 823370 (Why is no real title available?)
- A Definition of Subjective Probabilities with State-Dependent Preferences
- A Definition of Subjective Probability
- A new premium calculation principle based on Orlicz norms
- A quantitative comparison of risk measures
- Advances in prospect theory: cumulative representation of uncertainty
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- Coherent measures of risk
- Constructing uncertainty sets for robust linear optimization
- Distributionally Robust Convex Optimization
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems
- Failure of metric regularity for major classes of variational systems
- Foundations of bilevel programming
- Gradient flows in metric spaces and in the space of probability measures
- Kantorovich-Rubinstein Norm and Its Application in the Theory of Lipschitz Spaces
- Lectures on stochastic programming. Modeling and theory
- Lipschitz spaces
- Making and evaluating point forecasts
- Mechanism Design Under Approximate Incentive Compatibility
- Metric regularity and Lipschitzian stability of parametric variational systems
- Minimal representation of insurance prices
- On Kusuoka representation of law invariant risk measures
- On solving simple bilevel programs with a nonconvex lower level program
- On the lower semicontinuity of optimal solution sets
- Optimal Transport
- Optimization of Convex Risk Functions
- Optimization with Stochastic Dominance Constraints
- Ordering risks: expected utility theory versus Yaari's dual theory of risk
- Prevention efforts, insurance demand and price incentives under coherent risk measures
- Quantitative stability analysis for minimax distributionally robust risk optimization
- Quantitative stability in stochastic programming
- Relative risk aversion: what do we know?
- Restrictive metric regularity and generalized differential calculus in Banach spaces
- Risk aversion, moral hazard and the principal's loss.
- Risk-averse models in bilevel stochastic linear programming
- Robust Preferences and Robust Portfolio Choice
- Robust spectral risk optimization when information on risk spectrum is incomplete
- Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach
- Stability analysis of stochastic programs with second order dominance constraints
- Stochastic Dominance and Expected Utility: Survey and Analysis
- Stochastic finance. An introduction in discrete time.
- The Dual Theory of Choice under Risk
- The bilevel programming problem: reformulations, constraint qualifications and optimality conditions
- The lower semicontinuity of optimal solution sets
This page was built for publication: Stackelberg risk preference design
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6665396)
