Modeling and optimization of risk
نویسندگان
چکیده
This paper surveys the most recent advances in the context of decision making under uncertainty, with an emphasis on the modeling of risk-averse preferences using the apparatus of axiomatically defined risk functionals, such as coherent measures of risk and deviation measures, and their connection to utility theory, stochastic dominance, and other more established methods. © 2010 Elsevier Ltd. All rights reserved.
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تاریخ انتشار 2010