Search Results - subject:"value function"

Cumulative prospect theory version with fuzzy values of outcome estimates

Uzhga-Rebrov, Oleg; Grabusts, Peter - In: Risks 9 (2021) 4, pp. 1-16

Choosing solutions under risk and uncertainty requires the consideration of several factors. One of the main factors in choosing a solution is modeling the decision maker's attitude to risk. The expected utility theory was the first approach that allowed to correctly model various nuances of the...

Persistent link: https://www.econbiz.de/10013200740

Cumulative prospect theory version with fuzzy values of outcome estimates

Uzhga-Rebrov, Oleg; Grabusts, Peter - In: Risks : open access journal 9 (2021) 4, pp. 1-16

Persistent link: https://www.econbiz.de/10012508716

Numerical solution of dynamic quantile models

Castro, Luciano I. de; Galvao, Antonio Fialho <Jr.>; … - In: Journal of economic dynamics & control 148 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014240037

Evaluating mixed-integer programming models over multiple right-hand sides

Alfant, Rachael M.; Ajayi, Temitayo; Schaefer, Andrew J. - In: Operations research letters 51 (2023) 4, pp. 414-420

Persistent link: https://www.econbiz.de/10014426579

An active preference learning approach to aid the selection of validators in blockchain environments

Gehrlein, Jonas; Miebs, Grzegorz; Brunelli, Matteo; … - In: Omega : the international journal of management science 118 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014444375

Primal-dual value function approximation for stochastic dynamic intermodal transportation with eco-labels

Heinold, Arne; Meisel, Frank; Ulmer, Marlin Wolf - In: Transportation science 57 (2023) 6, pp. 1452-1472

Persistent link: https://www.econbiz.de/10014464457

The dynamic freight routing problem for less-than-truckload carriers

Baubaid, Ahmad; Boland, Natashia; Savelsbergh, Martin W. P. - In: Transportation science 57 (2023) 3, pp. 717-740

Persistent link: https://www.econbiz.de/10014311104

Optimized ensemble value function approximation for dynamic programming

Cervellera, Cristiano - In: European journal of operational research : EJOR 309 (2023) 2, pp. 719-730

Persistent link: https://www.econbiz.de/10014291662

When are two portfolios better than one? : A prospect theory approach

Meunier, Luc; Ohadi, Sima - In: Theory and decision : an international journal for … 94 (2023) 3, pp. 503-538

Persistent link: https://www.econbiz.de/10014291663

Value function gradient learning for large-scale multistage stochastic programming problems

Lee, Jinkyu; Bae, Sanghyeon; Kim, Woo Chang; Lee, Yongjae - In: European journal of operational research : EJOR 308 (2023) 1, pp. 321-335

Persistent link: https://www.econbiz.de/10014283043