On the Notions and Properties of Risk and Risk Aversion in the Time Optimal Approach to Decision Making.

Martin Bouzaima Thomas Burkhardt

Published in: GfKl (2006)

Keyphrases

risk aversion
risk neutral
risk averse
decision making
decision makers
utility function
expected utility
risk sensitive
stochastic programming
decision theory
decision support system
optimal control
exchange rate
worst case
linear program
dynamic programming
computational complexity
artificial intelligence