Optimizing sequential decision-making under risk : strategic allocation with switching penalties
Milad Malekipirbazari
| Year of publication: |
2025
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|---|---|
| Authors: | Malekipirbazari, Milad |
| Published in: |
European journal of operational research : EJOR. - Amsterdam [u.a.] : Elsevier, ISSN 0377-2217, ZDB-ID 1501061-2. - Vol. 321.2025, 1 (16.2.), p. 160-176
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| Subject: | Stochastic programming | Dynamic coherent risk measures | Multiarmed bandit problem | Risk-averse decision-making | Switching penalties | Entscheidung unter Risiko | Decision under risk | Entscheidung | Decision | Risiko | Risk | Risikomaß | Risk measure | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Strafe | Punishment | Entscheidungstheorie | Decision theory | Allokation | Allocation | Entscheidung unter Unsicherheit | Decision under uncertainty | Dynamische Optimierung | Dynamic programming |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2024.09.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015094944