Dynamic risk measures and related risk-averse decision problems.

Getachew K. Befekadu Alexander Veremyev Eduardo L. Pasiliao

Published in: ACC (2017)

Keyphrases

risk measures
risk averse
decision problems
utility function
influence diagrams
decision makers
expected utility
optimal strategy
computational complexity
decision theory
stochastic programming
portfolio management
decision making
evolutionary algorithm
optimal policy