Now, Later, or Both: A Closed-Form Optimal Decision for a Risk-Averse Buyer.

Jasper Hoogland Mathijs de Weerdt Han La Poutré

Published in: AAMAS (2015)

Keyphrases

closed form
risk averse
risk neutral
decision makers
closed form solutions
decision making
point correspondences
expected utility
stochastic programming
risk aversion
objective function
special case
supply chain
utility function
portfolio management
risk sensitive