Optimal risk sharing with general deviation measures.

Bogdan Grechuk Michael Zabarankin

Published in: Ann. Oper. Res. (2012)

Keyphrases

special case
closely related
dynamic programming
risk measures
worst case
neural network
learning algorithm
closed form solutions
risk management
optimal solution
conditional expectation
database
data sharing
reinforcement learning
bayesian networks
case study
decision making
artificial intelligence
data sets