Pricing Policy Approximation on MHR Distributions
79RatioOptimal Monotone
Evaluation results
| Method | Links | |
|---|---|---|
| Optimal MonotoneHidden Pricing Rule h=Theorem 4.12026.02 | 79 | |
| SuperquantileHidden Pricing Rule h=ω · (VaRq + 1/q(s − VaRq)+), Parameter=q = 0.92, Discount ω=0.7872026.02 | 78.7 | |
| L-eta-normHidden Pricing Rule h=ω · 1/η ((η − 1)∥F∥η + sη/∥F∥η−1η), Parameter=η = 1.37, Discount ω=0.8052026.02 | 77.4 | |
| MeanHidden Pricing Rule h=ω · s, Discount ω=0.8232026.02 | 77.1 |