Decision Variance in Risk-Averse Online Learning.

Sattar Vakili Alexis Boukouvalas Qing Zhao

Published in: CDC (2019)

Keyphrases

online learning
risk averse
decision makers
risk neutral
utility function
expected utility
risk aversion
decision making
decision problems
portfolio management
decision theory
stochastic programming
e learning
active learning
influence diagrams
decision support system
random variables
lower bound