Pages that link to "Item:Q2800371"
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The following pages link to A characterization of the optimal certainty equivalent of the average cost via the Arrow-Pratt sensitivity function (Q2800371):
Displaying 5 items.
- Average cost criterion induced by the regular utility function for continuous-time Markov decision processes (Q1677191) (← links)
- Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989) (← links)
- Certainty equivalent control of discrete time Markov processes with the average reward functional (Q6069647) (← links)
- Markov decision processes with risk-sensitive criteria: an overview (Q6540475) (← links)
- Short communication: utility-based acceptability indices (Q6557365) (← links)