Optimal investment under operational flexibility, risk aversion, and uncertainty.
Michail ChronopoulosBert De ReyckAfzal S. SiddiquiPublished in: Eur. J. Oper. Res. (2011)
Keyphrases
- risk aversion
- risk neutral
- risk averse
- expected utility
- utility function
- decision makers
- exchange rate
- decision theory
- pareto optimal
- optimal strategy
- decision making
- decision problems
- optimal portfolio
- stochastic programming
- optimal solution
- dynamic programming
- influence diagrams
- linear program
- asymptotically optimal
- artificial intelligence