Publisher
Springer International Publishing
Reference12 articles.
1. Arrow, K.J.: Essays in the Theory of Risk-Bearing. Markham, Chicago (1971)
2. Artzner, P., Delbaen, F., Eber, J.-M., Heath, D.: Coherent measures of risk. Math. Finance 9, 203–228 (1999)
3. Bäuerle, N., Rieder, U.: More risk-sensitive Markov decision processes. Math. Oper. Res. 39, 105–120 (2014)
4. Howard, R., Matheson, J.: Risk-sensitive Markov decision processes. Manag. Sci. 18, 356–369 (1972)
5. Kusuoka, S.: On law-invariant coherent risk measures. Adv. Math. Econ. 3, 83–95 (2001)
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献