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Distributionally robust Markov decision processes and their connection to risk measures
Bäuerle, Nicole; Glauner, Alexander - In: Mathematics of operations research 47 (2022) 3, pp. 1757-1780
Persistent link: https://www.econbiz.de/10013374970
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Robustness of Stable Volatility Strategies
Branger, Nicole - 2015
The paper analyzes the robustness of stable volatility strategies, i.e. strategies in which the portfolio weight of the stock is inversely proportional to its local volatility. These strategies are optimal for a CRRA investor if the stock follows a diffusion process, the expected excess return...
Persistent link: https://www.econbiz.de/10013031633
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Robust implementation in teneral mechanisms
Bergemann, Dirk (contributor); Morris, Stephen (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767443
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Epistemic robustness of sets closed under rational behavior
Asheim, Geir B.; Voorneveld, Mark; Weibull, Jörgen W. - 2009
strategies. -- epistemic game theory ; epistemic robustness ; rationalizability ; closedness under rational behavior ; mutual p-belief …
Persistent link: https://www.econbiz.de/10003823241
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A robustness result for rationalizable implementation
Di Tillio, Alfredo - In: Games and economic behavior 72 (2011) 1, pp. 301-305
Persistent link: https://www.econbiz.de/10009243203
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Robust implementation : the role of large spaces
Bergemann, Dirk; Morris, Stephen - 2005
Persistent link: https://www.econbiz.de/10003272467
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Generalized potentials and robust sets of equilibria
Morris, Stephen; Ui, Takashi - In: Journal of economic theory 124 (2005) 1, pp. 45-78
Persistent link: https://www.econbiz.de/10003171318
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Robust learning experiments
Güth, Werner - In: Experimental economics : financial markets, auctions, …, (pp. 159-184). 2002
Persistent link: https://www.econbiz.de/10001701335
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Robust learning experiments : evidence for learning and deliberation
Güth, Werner - 2000
Persistent link: https://www.econbiz.de/10001543857
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Generalized potentials and robust sets of equilibria
Morris, Stephen; Ui, Takashi - 2003
Persistent link: https://www.econbiz.de/10001735080