A Bayesian approach to incorporate model ambiguity in a dynamic risk measure (Q3627405)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian approach to incorporate model ambiguity in a dynamic risk measure |
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A Bayesian approach to incorporate model ambiguity in a dynamic risk measure (English)
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12 May 2009
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dynamic risk measure
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Markov decision process
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incomplete information
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Bayesian approach
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average value-at-risk
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