Work

Sample-based bounds for coherent risk measures: Applications to policy synthesis and verification

Year: 2024

Type: article

Source: Artificial Intelligence

DOI: 10.1016/j.artint.2024.104195

Authors: Prithvi Akella, Anushri Dixit, Mohamadreza Ahmadi, Joel W. Burdick, Aaron D. Ames

Institution: California Institute of Technology

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: bronze

Funder: Air Force Office of Scientific Research

Awards: G1523888516, G1901829485

OpenAlex ID: W4401272000

FWCI: 3.386

Cites: 49

Cited by: 16

Related to: 10