Time-inconsistent multistage stochastic programs: martingale bounds (Q320891): Difference between revisions

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Property / DOI: 10.1016/j.ejor.2015.02.033 / rank
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Latest revision as of 14:19, 9 December 2024

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Time-inconsistent multistage stochastic programs: martingale bounds
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    Time-inconsistent multistage stochastic programs: martingale bounds (English)
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    7 October 2016
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    stochastic optimization
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    risk measure
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    average value-at-risk
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    dynamic programming
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    time consistency
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