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Mathematical methods of operations research : ZOR
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Minimizing spectral risk measures applied to Markov decision processes
Bäuerle, Nicole
;
Glauner, Alexander
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
1
,
pp. 35-69
Persistent link: https://www.econbiz.de/10012618978
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Markov decision processes with risk-sensitive criteria : an overview
Bäuerle, Nicole
;
Jaśkiewicz, Anna
- In:
Mathematical methods of operations research : ZOR
99
(
2024
)
1/2
,
pp. 141-178
Persistent link: https://www.econbiz.de/10015125537
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Nash equilibria for relative investors via no-arbitrage arguments
Bäuerle, Nicole
;
Göll, Tamara
- In:
Mathematical methods of operations research : ZOR
97
(
2023
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014227381
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