Keyword: regret theory

Found 4 papers in total
A Global Equilibrium Asset Pricing Model with Home Preference
A Global Equilibrium Asset Pricing Model with Home Preference
2012,
We develop a global equilibrium asset pricing model assuming that investors suffer...
Minmax regret combinatorial optimization problems: an AlgorithmicPerspective
Minmax regret combinatorial optimization problems: an AlgorithmicPerspective
2011,
Uncertainty in optimization is not a new ingredient. Diverse models considering...
On a constant factor approximation for minmax regret problems using a symmetry point scenario
On a constant factor approximation for minmax regret problems using a symmetry point scenario
2012,
In order to find a robust solution under an unknown linear cost function it will be...
On the Minimax Complexity of Pricing in a Changing Environment
On the Minimax Complexity of Pricing in a Changing Environment
2011,
We consider a pricing problem in an environment where the customers'...
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