The expected discounted penalty function under a risk model with stochastic income.

Chantal Labbé Kristina P. Sendova

Published in: Appl. Math. Comput. (2009)

Keyphrases

management system
probabilistic model
formal model
computational model
conceptual model
penalty function
high level
similarity measure
objective function
decision making
risk assessment
stochastic programming
chance constraints
portfolio optimization
stochastic model
mathematical model
mobile robot