Risk-Averse Decision Making Under Uncertainty.
Mohamadreza AhmadiUgo RosoliaMichel D. InghamRichard M. MurrayAaron D. AmesPublished in: CoRR (2021)
Keyphrases
- risk averse
- decision making under uncertainty
- stochastic programming
- decision makers
- multistage
- risk neutral
- linear program
- utility function
- decision making
- decision support system
- robust optimization
- influence diagrams
- expected utility
- decision theory
- dynamic programming
- decision analysis
- portfolio management
- real option
- linear programming
- probability distribution