Rectangular Sets of Probability Measures (Q5740228): Difference between revisions

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Latest revision as of 08:53, 12 July 2024

scientific article; zbMATH DE number 6606044
Language Label Description Also known as
English
Rectangular Sets of Probability Measures
scientific article; zbMATH DE number 6606044

    Statements

    Rectangular Sets of Probability Measures (English)
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    25 July 2016
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    multistage stochastic optimization
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    rectangularity
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    risk-averse optimization
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    robust optimal control and Markov decision processes
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    dynamic programming
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    coherent risk measures
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    time consistency
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