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10 research outputs found

Remarks on maximal meanstandard devition ratio in undiscounted mdps

Author: Bouakiz M.
K.-J. Chung
Kallenberg L.C.M.
Markowitz H.
Sobal M. J.
v. Denardo E.
Publication venue: 'Informa UK Limited'
Publication date
Field of study

Optimal Monetary Policy for a Pessimistic Central Bank

Author: C W Holden
D M Kreps
J Gal�igal�i
L Ball
L G Epstein
L Hansen
L P Hansen
M Bouakiz
Paolo Vitale
R Clarida
R Dennis
Publication venue: 'Elsevier BV'
Publication date: 01/01/2016
Field of study

A Periodic Review Inventory System with S-Shaped Utility Function

Author: A Fiegenbaum
A Tversky
A Tversky
B Keren
C Loch
C X Wang
D Genesove
D Kahneman
E Bendoly
F Chen
J D Sterman
L Eeckhoudt
M Bagnoli
M Bouakiz
M E Schweitzer
M Jegers
N Gans
V Agrawal
Wei Geng
X Chen
X&apos
Xiaobo Zhao
Xiuli Chao
Publication venue: 'Elsevier BV'
Publication date: 01/01/2016
Field of study

Time Consistent Dynamic Risk Measures

Author: CB Wu
H Larsen
HM Markowitz
JA Filar
JA Filar
Jerzy A. Filar
K Boda
Kang Boda
M Bouakiz
ML Puterman
P Artzner
R Bellman
RA Howard
RT Rockafellar
RT Rockafellar
RT Rockafellar
SX Yu
YL Lin
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

The risk probability criterion for discounted continuous-time Markov decision processes

Author: A Piunovskiy
CB Wu
DJ White
Haifeng Huo
HS Xi
J Janssen
L Xia
LJ Hong
M Bouakiz
M Sakaguchi
MJ Sobel
ML Puterman
T Prieto-Rumeau
Xianping Guo
Xiaolong Zou
XP Guo
XP Guo
XP Guo
XP Guo
XR Cao
XR Cao
XX Huang
Y Ohtsubo
Y Ohtsubo
YH Huang
YH Huang
YJ Li
YJ Peng
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Solving Markov decision processes with downside risk adjustment

Author: A. A. Gosavi
A. Gosavi
A. Gosavi
A. Gosavi
A. Gosavi
A. Parulekar
Abhijit Gosavi
Anish Parulekar
C. B. Wu
C. Barz
D. P. Bertsekas
D. P. Bertsekas
J. A. Filar
J. Baxter
K. J. Chung
M. Bouakiz
M. Heger
M. J. Sobel
M. L. Puterman
M. Rabin
M. Sato
O. Mihatsch
P. Abbeel
P. Balakrishna
P. Geibel
P. Whittle
R. A. Howard
R. S. Sutton
T. K. Das
T. K. Das
Y. Chen
Z. Sui
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Entrepreneurs and Newsvendors: Do Small Businesses Follow the Newsvendor Logic When Making Inventory Decisions?

Author: A Dijksterhuis
A O Brown
B Wu
C Gollier
C Hsiao
C Wu
Charles J. Corbett
D Kahneman
G Dionne
G P Cachon
H T Keh
J B Miner
J H Hammond
J Hartog
J Ibarra-Salazar
J Pratt
J S Cramer
J W Mullins
Jan C Fransoo
K F Mccardle
K L Schultz
L Eeckhoudt
L W Busenitz
L W Busenitz
M Bouakiz
M E Schweitzer
M Fisher
M Halek
M Kremer
M Parlar
M Rabin
P Hawken
R Croson
R Croson
R E Kihlstrom
R Shah
Robert T Clemen
S Brown
S Roumiantsev
T W Archibald
V Babich
W H Stewart
W I Norton
X Chen
X Su
Y Barlas
Publication venue: 'Elsevier BV'
Publication date: 01/01/2007
Field of study

Revenue optimization of risk-averse managers with atemporal utility

Author: A Müller
C Barz
C Gollier
CF Huang
CX Wang
F Chen
G Bitran
G Gallego
G Gallego
H Levy
HS Lau
ICL Ng
J Caballé
J Lancaster
JA Van Mieghem
JD Dana
KS Lee
L Eeckhoudt
LR Weatherford
M Bouakiz
Michael Z F Li
MZF Li
RL Phillips
S Netessine
V Agrawal
V Martínez-de-Albéniz
Weifen Zhuang
WL Cooper
X Chen
Y Feng
Y Gerchak
Y Levin
YF Chen
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Capturing Intrinsic Risk Attitude

Author: A Baillon
A Bommier
A Bommier
A Sen
A Vissing-J�rgensen
C Engel
C Munk
C Traeger
Christian P. Traeger
D Krantz
D Kreps
D M Kreps
E Nakamura
E Nakamura
H Kung
H L Royden
J Aczel
J Von Neumann
J.-M Grandmont
J.-Y Jaffray
L G Epstein
L G Epstein
L G Epstein
L G Epstein
L P Hansen
M Bouakiz
M C Best
N Schofield
P Billingsley
P C Fishburn
P Collin-Dufresne
P Dejarnette
P Wakker
P Weil
P Whittle
P Whittle
P Whittle
R Bansal
R Bansal
R Bansal
R Bansal
R E Kihlstrom
R E Kihlstrom
R Jagannathan
Richard
S H Chew
T C Koopmans
T D Tallarini
T H Johnsen
T Radner
W M Gorman
X Chen
Publication venue: 'Elsevier BV'
Publication date: 01/01/2019
Field of study

Transferring and Sharing Exchange-Rate Risk in a Risk-Averse Supply Chain of a Multinational Firm

Author: -Hyung Park Do
-Kuk Kim Kun Soo Kyoung
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A Huchzermeier
A P News
A Tsay
B Kazaz
B Keren
B Kogut
Bowon Kim
C J Vidal
C Kanodia
C.-L Li
Christina Fang
D J Cho
D K Eliteman
D Nawrocki
Duk Bin
F Chen
F Chen
F J Arcelus
H Grootveld
H.-S Lau
H.-S Lau
H.-S Lau
J Buzacott
J M Mulvey
J R Carter
Jae Sang-Pil Han
Ji-Hyun Shon
Jin Ho Park Kwangwoo Park Ronald
Jun Duk Bin
K Fisher
K H Kim
Khishigjargal Jambal
Kooyul Jung
Kun Soo Park
Kyoung-Kuk Kim
L Eeckhoudt
M Bouakiz
M S Sodhi
M Shunko
M Shunko
M Theresa
M Yahya-Zadeh
N Biger
P
P J Buckley
P Kouvelis
P P Dornier
P Stephen
Q Ding
R E Kihlstrom
S Dasu
S Kapitsinas
S Ross
Seoung-Yoon
Seung-Hyun Rhee William Ocasio Tae-Hyun Kim
Seung-Yoon Rhee
T Byungjin Kwak Byung
T O&apos
T.-M Choi
Taehee Choi Jinhan
V Agrawal
V Gaur
W T Huh
W Tang
X Chen
X Gan
Yoon-Suk
Yoon-Suk Baik
Yuri Jo Chang-Yang Lee Save The Companion
Z Liu
Publication venue: 'Elsevier BV'
Publication date: 01/01/2013
Field of study

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