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20142019
most citedDynamic optimal contract under parameter uncertainty with risk averse agent and principal

2 citations · 4 across the 8 of their papers we have counts for

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Showing 2015 · math.PRShow all

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math.PR2015★ 2 cited

Controlled Markov Chains with AVaR Criteria for Unbounded Costs

Kerem Ugurlu

In this paper, we consider the control problem with the Average-Value-at-Risk (AVaR) criteria of the possibly unbounded -costs in infinite horizon on a Markov Decision Proce…