Time consistency of dynamic risk measures (Q1939680): Difference between revisions

@@ Property / DOI @@
-.1016/j.orl.2012.08.007
@@ Property / DOI: 10.1016/j.orl.2012.08.007 / rank @@
-Normal rank
@@ Property / author @@
-Alexander Shapiro
@@ Property / author: Alexander Shapiro / rank @@
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@@ Property / author @@
+Alexander Shapiro
@@ Property / author: Alexander Shapiro / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.orl.2012.08.007
+Normal rank
@@ Property / OpenAlex ID @@
+W2092277809
@@ Property / OpenAlex ID: W2092277809 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Q4836494
@@ Property / cites work: Q4836494 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic consistency for stochastic optimal control problems
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+Representation results for law invariant time consistent functions
+Normal rank
@@ Property / cites work @@
+Risk-averse dynamic programming for Markov decision processes
+Normal rank
@@ Property / cites work @@
+Conditional Risk Mappings
@@ Property / cites work: Conditional Risk Mappings / rank @@
+Normal rank
@@ Property / cites work @@
+On a time consistency concept in risk averse multistage stochastic programming
+Normal rank
@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.ORL.2012.08.007
@@ Property / DOI: 10.1016/J.ORL.2012.08.007 / rank @@
+Normal rank