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Equilibrium routing under uncertainty
16 references·3 citing·24 second hop
Equilibrium routing under uncertainty (2015)Equilibrium routing under uncertaintyTheory of games and economic behavior (2019)Theory of games and economic …Coherent Measures of Risk (1999)Coherent Measures of RiskThe Theory of Learning in Games (1998)The Theory of Learning in Gam…Quantal Response Equilibria for Normal Form Games (1995)Quantal Response Equilibria f…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Discrete choice analysis: Theory and application to travel demand (1988)Discrete choice analysis: The…The Dual Theory of Choice under Risk (1987)The Dual Theory of Choice und…Discrete Choice Analysis: Theory and Application to Travel Demand. (1987)Discrete Choice Analysis: The…A theory of anticipated utility (1982)A theory of anticipated utili…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Utility Theory for Decision Making (1971)Utility Theory for Decision M…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Exposition of a New Theory on the Measurement of Risk (1954)Exposition of a New Theory on…Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Le Comportement de l'Homme Ra…Theory of Games and Economic Behavior (1945)Theory of Games and Economic …Risk-Averse Selfish Routing (2018)Risk-Averse Selfish RoutingDynamic Atomic Congestion Games with Seasonal Flows (2018)Dynamic Atomic Congestion Gam…Asymptotically tight bounds for inefficiency in risk-averse selfish routing (2015)Asymptotically tight bounds f…Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)How the built environment affects physical activity (2002)UrbanSim: Modeling Urban Development for Land Use, Transportation, and Environmental Planning (2002)Examining the Impacts of Residential Self‐Selection on Travel Behaviour: A Focus on Empirical Findings (2009)Conditional value-at-risk for general loss distributions (2002)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)Toward a positive theory of consumer choice (1980)Non-cooperative games (1989)Experience-weighted Attraction Learning in Normal Form Games (1999)Statistical Methods for the Analysis of Discrete Choice Experiments: A Report of the ISPOR Conjoint Analysis Good Research Practices Task Force (2016)Advances in prospect theory: Cumulative representation of uncertainty (1992)Financial Intermediation and Delegated Monitoring (1984)Well-being : the foundations of hedonic psychology (1999)Representative design and probabilistic theory in a functional psychology. (1955)Features of similarity. (1977)Evolutionary game dynamics (2003)On the measurement of inequality (1970)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)The arbitrage theory of capital asset pricing (1976)
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 2019Theory of games and economic behavior16,630 cited
  • 1999Coherent Measures of Risk8,849 cited
  • 1987Discrete Choice Analysis: Theory and Application to Travel Demand.5,542 cited
  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1953Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine4,117 cited
  • 1945Theory of Games and Economic Behavior4,006 cited
  • 1988Discrete choice analysis: Theory and application to travel demand3,257 cited
  • 1982A theory of anticipated utility3,136 cited
  • 1954Exposition of a New Theory on the Measurement of Risk2,787 cited
  • 1995Quantal Response Equilibria for Normal Form Games2,553 cited
  • 1971Utility Theory for Decision Making2,460 cited
  • 1998The Theory of Learning in Games2,433 cited
  • 1987The Dual Theory of Choice under Risk

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Cited by

  • 2018Dynamic Atomic Congestion Games with Seasonal Flows30 cited
  • 2015Asymptotically tight bounds for inefficiency in risk-averse selfish routing9 cited
  • 2018Risk-Averse Selfish Routing5 cited