TY  - JOUR
AU  - Álvarez González, Francisco
PY  - 2018
SN  - 1572-9338
UR  - https://hdl.handle.net/20.500.14352/18843
T2  - Annals of Operations Research
AB  - An expected utility risk averse maximizer must decide on an investment policy for a set of N projects. The budget for investment is fixed and it is allocated to the projects gradually over time by an endogenously determined amount. We allow for...
LA  - eng
M2  - 45
PB  - Springer Nature
KW  - Exploitation–exploration
KW  - Dynamic programming
KW  - Risk.
TI  - Decomposing risk in an exploitation–exploration problem with endogenous termination time
TY  - journal article
VL  - 261
ER  -