On Risk-Sensitive Decision 	Making Under Uncertainty

Conference paper

宗翰謝 and 翊珊翁

Proceedings of the American Control Conference (ACC), pp.1412-1417

01/2025

Abstract

Stochastic Systems;Decision Making Under Uncertainty;Risk-Sensitive Optimization;Variance Regularization

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Title: On Risk-Sensitive Decision Making Under Uncertainty
Creators - without role: 宗翰謝 - 國立清華大學計量財務金融學系
翊珊翁 - 國立清華大學計量財務金融學系
Publication Details: Proceedings of the American Control Conference (ACC), pp.1412-1417
Grant note: 科技部
Identifiers: 9957771412906774
Academic Unit: Department of Quantitative Finance, College of Technology Management, National Tsing Hua University
Language: English
Resource Type: Conference paper