1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.OC2016★ 1 cited
Acceptable risks and related decision problems with multiple risk-averse agents
Getachew K. Befekadu, Eduardo L. Pasiliao
In this paper, we consider a risk-averse decision problem for controlled-diffusion processes, with dynamic risk measures, in which multiple risk-averse agents choose their decision…
math.OC2016
On the dynamic consistency of hierarchical risk-averse decision problems
Getachew K. Befekadu, Eduardo L. Pasiliao
In this paper, we consider a risk-averse decision problem for controlled-diffusion processes, with dynamic risk measures, in which there are two risk-averse decision makers (i.e.,…