A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle (Q2397431): Difference between revisions

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+.02367
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+SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES
@@ Property / cites work: SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES / rank @@
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+VECTOR-VALUED COHERENT RISK MEASURE PROCESSES
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+An outer approximation algorithm for generating all efficient extreme points in the outcome set of a multiple objective linear programming problem
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+MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS
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