Risk-Sensitive Decision-Making Under Risk Constraints with Coherent Risk Measures

Yuji Yoshida. Risk-Sensitive Decision-Making Under Risk Constraints with Coherent Risk Measures. In Ireneusz Czarnowski, Robert J. Howlett, Lakhmi C. Jain, editors, Intelligent Decision Technologies 2019 - Proceedings of the 11th KES International Conference on Intelligent Decision Technologies (KES-IDT 2019), Volume 2, Malta, June 17-19, 2019. Volume 143 of Smart Innovation, Systems and Technologies, pages 219-229, Springer, 2019. [doi]

Abstract

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