Risk-averse bargaining in a stochastic optimization context
Walter J. Gutjahr, Raimund M. Kovacevic, David Wozabal
| Year of publication: |
2023
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|---|---|
| Authors: | Gutjahr, Walter J. ; Kovacevic, Raimund ; Wozabal, David |
| Published in: |
Manufacturing & service operations management : M & SOM. - Linthicum, Md. : Informs, ISSN 1526-5498, ZDB-ID 2023273-1. - Vol. 25.2023, 1, p. 323-340
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| Subject: | coherent risk measures | photovoltaics | stochastic bargaining games | stochastic programming | Stochastischer Prozess | Stochastic process | Verhandlungstheorie | Bargaining theory | Risikomaß | Risk measure | Risiko | Risk | Mathematische Optimierung | Mathematical programming | Risikoaversion | Risk aversion | Photovoltaik | Photovoltaics | Stochastisches Spiel | Stochastic game | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/msom.2021.1076 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014299605