Results 161 to 170 of about 14,389 (211)
Characterization of the Mechanical, Biodegradation, and Morphological Properties of NBR/Biopolymer Blend, Integrated with a Risk Evaluation. [PDF]
ACS OmegaAkbarian-Saravi N +8 more
europepmc +1 more source
A Review on Traversability Risk Assessments for Autonomous Ground Vehicles: Methods and Metrics. [PDF]
Sensors (Basel)Benrabah M +4 more
europepmc +1 more source
Information interaction and optimal scheduling method for prosumers in an energy community considering the profit driven degree. [PDF]
Sci RepZhang H +5 more
europepmc +1 more source
Quantifying the Multidimensional Impact of Cyber Attacks in Digital Financial Services: A Systematic Literature Review. [PDF]
Sensors (Basel)Adekoya OA, Atlam HF, Lallie HS.
europepmc +1 more source
Some of the next articles are maybe not open access.
Related searches:
Related searches:
BP-CVaR: A novel model of estimating CVaR with back propagation algorithm
Economics Letters, 2021zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gang-Jin Wang, Chun-Long Zhu
openaire +1 more source
2021
In this paper we focus on reinforcement learning algorithms that are sensitive to risk. The notion of risk we work with is the well-known conditional value-at-risk (CVaR). We describe a faster method for computing value iteration updates for CVaR markov decision processes (MDP). This improvement then opens doors for a sampling version of the algorithm,
Silvestr Stanko, Karel Macek
openaire +1 more source
In this paper we focus on reinforcement learning algorithms that are sensitive to risk. The notion of risk we work with is the well-known conditional value-at-risk (CVaR). We describe a faster method for computing value iteration updates for CVaR markov decision processes (MDP). This improvement then opens doors for a sampling version of the algorithm,
Silvestr Stanko, Karel Macek
openaire +1 more source
ACM SIGMETRICS Performance Evaluation Review, 2022
We study the problem of Conditional Value-at-Risk (CVaR) optimization for a finite-state Markov Decision Process (MDP) with total discounted costs and the reduction of this problem to a stochastic game with perfect information. The CVaR optimization problem for finite and infinite-horizon MDPs can be reformulated as a zero-sum stochastic game with a ...
Rui Ding, Eugene Feinberg
openaire +1 more source
We study the problem of Conditional Value-at-Risk (CVaR) optimization for a finite-state Markov Decision Process (MDP) with total discounted costs and the reduction of this problem to a stochastic game with perfect information. The CVaR optimization problem for finite and infinite-horizon MDPs can be reformulated as a zero-sum stochastic game with a ...
Rui Ding, Eugene Feinberg
openaire +1 more source
VaR/CVaR ESTIMATION UNDER STOCHASTIC VOLATILITY MODELS [PDF]
International Journal of Theoretical and Applied Finance, 2013 This paper proposes an improved procedure for stochastic volatility model estimation with an application to Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) estimation. This improved procedure is composed of the following instrumental components: Fourier transform method for volatility estimation, and importance sampling for extreme event ...
Han, Chuan-Hsiang +2 more
openaire +3 more sources
SUPPLY CHAIN COORDINATION WITH CVaR CRITERION
Asia-Pacific Journal of Operational Research, 2009We study the coordination of supply chains with a risk-neutral supplier and a risk-averse retailer. Different from the downside risk setting, in a conditional value-at-risk (CVaR) framework, we show that the supply chain can be coordinated with the revenue-sharing, buy-back, two-part tariff and quantity flexibility contracts.
LEI YANG +3 more
openaire +3 more sources
Comparison of VaR and CVaR Criteria
Automation and Remote Control, 2003zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kibzun, A. I., Vagin, V. N.
openaire +1 more source