13 citations · 22 across the 15 of their papers we have counts for
3 papers · 2 filters
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…
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.,…
On the hierarchical risk-averse control problems for diffusion processes
Getachew K. Befekadu, Alexander Veremyev, Eduardo L. Pasiliao
In this paper, we consider a risk-averse control problem for diffusion processes, in which there is a partition of the admissible control strategy into two decision-making groups (…