Pages that link to "Item:Q2500793"
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The following pages link to Time consistent dynamic risk measures (Q2500793):
Displaying 44 items.
- On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (Q320895) (← links)
- Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Threshold probability of non-terminal type in finite horizon Markov decision processes (Q640993) (← links)
- Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996) (← links)
- An overview of representation theorems for static risk measures (Q1042990) (← links)
- The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion (Q1622826) (← links)
- Self-coordination in time inconsistent stochastic decision problems: a planner-doer game framework (Q1655553) (← links)
- A survey on risk-averse and robust revenue management (Q1694904) (← links)
- Flexible lease contracts in the fleet replacement problem with alternative fuel vehicles: a real-options approach (Q1754093) (← links)
- Markov decision processes with average-value-at-risk criteria (Q1935914) (← links)
- Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
- Time (in)consistency of multistage distributionally robust inventory models with moment constraints (Q2029289) (← links)
- Analysis of futures and spot electricity markets under risk aversion (Q2030684) (← links)
- Peril, prudence and planning as risk, avoidance and worry (Q2116017) (← links)
- Time consistent pricing of options with embedded decisions (Q2180301) (← links)
- Balancing risk: generation expansion planning under climate mitigation scenarios (Q2242272) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Dynamic CVAR with multi-period risk problems (Q2392648) (← links)
- Multiperiod mean-standard-deviation time consistent portfolio selection (Q2409276) (← links)
- Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
- Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences (Q2514776) (← links)
- The optimal portfolios based on a modified safety-first rule with risk-free saving (Q2515269) (← links)
- Time consistent policy of multi-period mean-variance (Q2515277) (← links)
- An average-value-at-risk criterion for Markov decision processes with unbounded costs (Q2689710) (← links)
- CV<scp>a</scp> R HEDGING USING QUANTIZATION-BASED STOCHASTIC APPROXIMATION ALGORITHM (Q2788694) (← links)
- Multilevel Optimization Modeling for Risk-Averse Stochastic Programming (Q2806871) (← links)
- Computational Methods for Risk-Averse Undiscounted Transient Markov Models (Q2875608) (← links)
- Markov decision processes with iterated coherent risk measures (Q2938604) (← links)
- Tight Approximations of Dynamic Risk Measures (Q3449453) (← links)
- Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision Processes in Continuous Time (Q3465235) (← links)
- Risk-Constrained Reinforcement Learning with Percentile Risk Criteria (Q4558492) (← links)
- Time-Coherent Risk Measures for Continuous-Time Markov Chains (Q4579838) (← links)
- (Q4628624) (← links)
- BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM (Q4906533) (← links)
- Minimizing CVaR in global dynamic hedging with transaction costs (Q5001143) (← links)
- Variance-penalized Markov decision processes: dynamic programming and reinforcement learning techniques (Q5166474) (← links)
- Risk-Averse Approximate Dynamic Programming with Quantile-Based Risk Measures (Q5219554) (← links)
- Multiperiod Mean-CVaR Portfolio Selection (Q5356993) (← links)
- Zero-sum stochastic games with the average-value-at-risk criterion (Q6081615) (← links)
- Conditional value‐at‐risk beyond finance: a survey (Q6090467) (← links)
- Risk-averse dynamic pricing using mean-semivariance optimization (Q6113462) (← links)
- Dynamic hedging for the real option management of hydropower production with exchange rate risks (Q6176190) (← links)
- The self-coordination mean-variance strategy in continuous time (Q6181249) (← links)
