Exponential utility

Results: 43



#Item
1

A Relative Exponential Weighing Algorithm for Adversarial Utility-based Dueling Bandits Pratik Gajane Tanguy Urvoy Fabrice Cl´erot

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Source URL: proceedings.mlr.press

Language: English - Date: 2017-05-06 17:27:03
    2Decision theory / Operations research / Financial economics / Mathematical finance / Utility / Exponential utility / Stochastic programming / Loss function / Covariance / Expected value / Normal distribution / Expected utility hypothesis

    Microsoft Word - NEW14.docx

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    Source URL: agecon2.tamu.edu

    Language: English - Date: 2013-08-28 17:05:38
    3Machine learning / Multi-armed bandit / Stochastic optimization / Algorithm / Mathematics / Academia / Applied mathematics

    A Relative Exponential Weighing Algorithm for Adversarial Utility-based Dueling Bandits Pratik Gajane Tanguy Urvoy Fabrice Cl´erot

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    Source URL: jmlr.org

    Language: English - Date: 2015-09-16 19:38:44
    4Economy / Economics / Money / Behavioral finance / Hyperbolic discounting / Discount function / Exponential discounting / Behavioral economics / Temporal discounting / Discounting / Time preference / Exponential

    Utility Discounting Explains Informational Website Traffic Patterns Before a Hurricane Ben Priest Kevin Gold

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    Source URL: www2013.wwwconference.org

    Language: English - Date: 2014-07-21 08:47:00
    5Stochastic processes / Equations / Mathematical finance / Semimartingale / Doléans-Dade exponential / Exponential utility / Martingale / No free lunch with vanishing risk / Isoelastic utility / Statistics / Utility / Martingale theory

    Risk Aversion Asymptotics for Power Utility Maximization Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland This Version: March 16, 2010.

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    Source URL: www.math.columbia.edu

    Language: English - Date: 2011-07-12 11:27:12
    6Mathematical optimization / Martingale theory / Game theory / Martingale / Lévy process / Semimartingale / Bellman equation / Expected utility hypothesis / Preference / Statistics / Utility / Stochastic processes

    Power Utility Maximization in Constrained Exponential Lévy Models Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland This Version: September 1, 2010.

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    Source URL: www.math.columbia.edu

    Language: English - Date: 2011-07-12 11:25:13
    7Decision theory / Economics / Microeconomics / Economic theories / George Ainslie / Exponential / Rational choice theory / Discounting / Utility / Behavioral finance / Hyperbolic discounting / Mathematics

    APAThe Effect of Hyperbolic Discounting on Personal Choices George Ainslie Veterans Affairs Medical Center, Coatesville, PA and

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    Source URL: picoeconomics.org

    Language: English - Date: 2007-01-01 19:49:46
    8Ethics / Risk aversion / Exponential utility / Expected utility hypothesis / Isoelastic utility / Hyperbolic absolute risk aversion / Risk premium / Prospect theory / Risk / Utility / Economics / Business

    HEALTH ECONOMICS Health Econ. 17: 1329–Published online 22 January 2008 in Wiley InterScience (www.interscience.wiley.com). DOI: hec.1331 EXPLAINING THE CHARACTERISTICS OF THE POWER (CRRA) UTILITY F

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    Source URL: people.few.eur.nl

    Language: English - Date: 2015-03-11 05:15:52
    9Cobb–Douglas production function / Mathematical analysis / Constant elasticity of substitution / Production function / Neoclassical growth model / Economic model / Maximum likelihood / Exponential function / Wassily Leontief / Utility / Economics / Microeconomics

    DP RIETI Discussion Paper Series 15-E-040 On the Stochastic Macro-equilibrium and a Microfoundation for the Production Function

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    Source URL: www.rieti.go.jp

    Language: English - Date: 2015-04-02 20:39:42
    10Internet privacy / Constraint satisfaction problem / Privacy / Flow network / Exponential mechanism / Ethics / Identity management / Social issues

    Evaluating data utility of privacy-preserving pseudonymized location datasets* Tomoya Tanjo1† , Kazuhiro Minami1 , Ken Mano2 , and Hiroshi Maruyama1 1 Institute of Statistical Mathematics, Tokyo, Japan {tanjo, kminami,

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    Source URL: isyou.info

    Language: English - Date: 2014-09-21 04:11:00
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