2 papers
math.OC2024
Dynamic Capital Requirements for Markov Decision Processes
William B. Haskell, Abhishek Gupta, Shiping Shao
We build on the theory of capital requirements (CRs) to create a new framework for modeling dynamic risk preferences. The key question is how to evaluate the risk of a payoff strea…
cs.LG2022
Learning to Price Supply Chain Contracts against a Learning Retailer
Xuejun Zhao, Ruihao Zhu, William B. Haskell
The rise of big data analytics has automated the decision-making of companies and increased supply chain agility. In this paper, we study the supply chain contract design problem f…