Risk-averse optimization of reward-based coherent risk measures

, &
Artificial Intelligence 316 (C):103845 (2023)
  Copy   BIBTEX

Abstract

This article has no associated abstract. (fix it)

Categories

Keywords

Reprint years

DOI

10.1016/j.artint.2022.103845

Links

PhilArchive



    Upload a copy of this work     Papers currently archived: 92,923

External links

Setup an account with your affiliations in order to access resources via your University's proxy server

Through your library

My notes

Similar books and articles

Risk-averse policy optimization via risk-neutral policy optimization.Lorenzo Bisi, Davide Santambrogio, Federico Sandrelli, Andrea Tirinzoni, Brian D. Ziebart & Marcello Restelli - 2022 - Artificial Intelligence 311 (C):103765.
A note on decisions under uncertainty: the impact of the choice of the welfare measure.Andreas Lange - 2001 - Theory and Decision 51 (1):51-71.
Stability of Risk Preferences During COVID-19: Evidence From Four Measurements.Peilu Zhang & Marco A. Palma - 2022 - Frontiers in Psychology 12.
Risk preferences and development revisited.Ferdinand M. Vieider, Peter Martinsson, Pham Khanh Nam & Nghi Truong - 2019 - Theory and Decision 86 (1):1-21.
Risk aversion for losses and the Nash bargaining solution.Hans Peters - 2021 - Theory and Decision 92 (3-4):703-715.
Venture financing risk assessment and risk control algorithm for small and medium-sized enterprises in the era of big data.Jiehui Li - 2022 - Journal of Intelligent Systems 31 (1):611-622.
Can an evidentialist be risk-averse?Hayden Wilkinson - manuscript
The Tragedy of the Risk Averse.H. Orri Stefánsson - 2020 - Erkenntnis 88 (1):351-364.
Willingness to Pay for Risk Reduction and Risk Aversion without the Expected Utility Assumption.Eric Langlais - 2005 - Theory and Decision 59 (1):43-50.
A strong characterization of multivariate risk aversion.Simon Grant - 1995 - Theory and Decision 38 (2):131-152.
General dual measures of riskiness.Klaas Schulze - 2015 - Theory and Decision 78 (2):289-304.
Nondegenerate Intervals of No-Trade Prices for Risk Averse Traders.Gerd Weinrich - 1999 - Theory and Decision 46 (1):79-99.
The role of intuition and reasoning in driving aversion to risk and ambiguity.Jeffrey V. Butler, Luigi Guiso & Tullio Jappelli - 2014 - Theory and Decision 77 (4):455-484.
Risk Attitudes and Social Choice.Simon Blessenohl - 2020 - Ethics 130 (4):485-513.
Recursive expected utility and the separation of attitudes towards risk and ambiguity: an experimental study. [REVIEW]Sujoy Chakravarty & Jaideep Roy - 2008 - Theory and Decision 66 (3):199-228.

Analytics

Added to PP
2023-01-05

Downloads
13 (#1,061,253)

6 months
7 (#486,539)

Historical graph of downloads
How can I increase my downloads?

Citations of this work

No citations found.

Add more citations

References found in this work

Add more references