Concept

Risk-seeking

Related publications (32)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.

MATHICSE Technical Report : Multilevel Monte Carlo approximation of functions

Fabio Nobile, Sebastian Krumscheid

Many applications across sciences and technologies require a careful quantification of non-deterministic effects to a system output, for example when evaluating the system's reliability or when gearing it towards more robust operation conditions. At the he ...

MATHICSE2017

Diffusion stochastic optimization with non-smooth regularizers

Ali H. Sayed, Stefan Vlaski

We develop an effective distributed strategy for seeking the Pareto solution of an aggregate cost consisting of regularized risks. The focus is on stochastic optimization problems where each risk function is expressed as the expectation of some loss functi ...

IEEE2016

Instrumented shoes for daily activity monitoring in healthy and at risk populations

Christopher Moufawad El Achkar

Daily activity reflects the health status of an individual. Ageing and disease drastically affect all dimensions of mobility, from the number of active bouts to their duration and intensity. Performing less activity leads to muscle deterioration and furthe ...

EPFL2016

Robust optimization for strategic energy planning

Michel Bierlaire, François Maréchal, Stefano Moret

Long-term planning for energy systems is often based on deterministic economic optimization and forecasts of fuel prices.When fuel price evolution is underestimated, the consequence is a low penetration of renewables and more efficient technologies in favo ...

2016

Default And Systemic Risk In Equilibrium

Martin Larsson

We develop a finite horizon continuous time market model, where risk-averse investors maximize utility from terminal wealth by dynamically investing in a risk-free money market account, a stock, and a defaultable bond, whose prices are determined via equil ...

Wiley-Blackwell2015

Learning search polices from humans in a partially observable context

Aude Billard, Guillaume Pierre Luc De Chambrier

Decision making and planning for which the state information is only partially available is a problem faced by all forms of intelligent entities they being either virtual, synthetic or biological. The standard approach to mathematically solve such a decisi ...

2014

Risk and Reward Preferences under Time Pressure

Anjali Devi Vanapilli Nursimulu

Financial decision making under time pressure, though ubiquitous, is poorly understood; classical and behavioral finance are silent about the time required for a decision to be made. In an experiment, calibrating allowable decision times to 1, 3, and 5 s, ...

Oxford Univ Press2014

Robust Optimization for Strategic Energy Planning

Michel Bierlaire, François Maréchal, Stefano Moret

Long-term planning for energy systems is often based on deterministic economic optimization and forecasts of fuel prices. When fuel price evolution is underestimated, the consequence is a low penetration of renewables and more efficient technologies in fav ...

Transport and Mobility Laboratory2014

A Multidimensional Decisions Modelling Framework for Built Space Supply

Bilal Farooq

The spatial and temporal distribution of built space supply plays an important role in shaping urban form and thus the general travel pattern in an urban area. Within an integrated framework, we are interested in modeling the decisions of a builder in term ...

2013

A Multidimensional Decisions Modelling Framework for Built Space Supply

Bilal Farooq

2012