Keyphrases
Knightian Uncertainty
50%
Probability Measure
50%
Risk-averse
50%
Performance Measures
50%
Expected Value Criterion
50%
Performance Criteria
50%
Risk Averseness
50%
Financial Mathematics
50%
Fixed Probability
50%
Random Mobility
50%
Probability Distribution
50%
Historical Data
50%
Model Ambiguity
50%
Regularity Principle
50%
Robust Approach
50%
Utility Function
50%
Stochastic Control
50%
Socio-economic Crisis
25%
Distorted Probabilities
25%
Dynamic Portfolio Optimization
25%
Faculty Development
25%
Probability Operators
25%
Dynamic Programming
25%
Grant Program
25%
Bounded Random Variable
15%
Probability Distortion
12%
Optimal Policy
12%
Discrete-time Markov Chain
12%
Robust Optimal Control
12%
Dynamic Programming Algorithm
12%
Time Inconsistency
12%
Portfolio Optimization
12%
Underlying Stocks
12%
Actuarial Modelling
8%
Essentially Bounded Functions
5%
INIS
risks
100%
dynamics
66%
probability
65%
values
65%
control
50%
mathematics
50%
stochastic processes
50%
performance
50%
utilities
41%
optimization
33%
randomness
29%
economics
25%
dynamic programming
25%
volatility
25%
multivariate analysis
25%
space
19%
distribution
16%
data
16%
computerized simulation
13%
compacts
8%
grants
8%
time dependence
8%
applications
8%
stocks
8%
optimal control
8%
policy
8%
chains
8%
availability
8%
algorithms
8%
numerical analysis
8%
markov process
8%
cost
8%
solutions
8%
power
8%
units
7%
Mathematics
Utility Function
62%
Probability Measure
57%
Stochastics
50%
Robust Test
50%
Financial Mathematics
50%
Historical Data
50%
Classical Approach
50%
Probability Distribution
50%
Performance Measure
50%
Risk Measure
41%
Value at Risk
32%
Utility Maximization
25%
Probability Theory
25%
Numerical Simulation
24%
Risk Level
16%
Exponential Utility
12%
Continuous Time
12%
Compact Set
12%
Explicit Solution
12%
Optimal Control Theory
12%
Time Markov Chain
12%
Optimal Policy
12%
Discrete Time
12%
Numerical Analysis
12%
Random Variable
10%
Tail Event
8%
Gaussian Mixture Model
8%
Chebyshev Inequality
8%
Marginals
8%
Variance
8%
Dimensional Case
8%
Unit Interval
7%
Supremum
7%