A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision.

Milos Kopa Tomás Rusý

Published in: Ann. Oper. Res. (2021)

Keyphrases

decision making
decision model
decision makers
probabilistic model
stochastic model
asset liability management
information systems
support vector machine
decision rules
influence diagrams
decision theoretic
decision theory