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

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Property / DOI: 10.1016/j.orl.2012.08.007 / rank
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Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.orl.2012.08.007 / rank
 
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Property / OpenAlex ID
 
Property / OpenAlex ID: W2092277809 / rank
 
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Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
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Property / cites work
 
Property / cites work: Q4836494 / rank
 
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Property / cites work: Dynamic consistency for stochastic optimal control problems / rank
 
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Property / cites work: Stochastic finance. An introduction in discrete time / rank
 
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Property / cites work: Risk-averse dynamic programming for Markov decision processes / rank
 
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Property / cites work: Conditional Risk Mappings / rank
 
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Property / cites work: On a time consistency concept in risk averse multistage stochastic programming / rank
 
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Property / cites work: Lectures on Stochastic Programming / rank
 
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Property / DOI
 
Property / DOI: 10.1016/J.ORL.2012.08.007 / rank
 
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Latest revision as of 14:16, 16 December 2024

scientific article
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Time consistency of dynamic risk measures
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    Time consistency of dynamic risk measures (English)
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    5 March 2013
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    multistage stochastic programming
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    risk averse optimization
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    dynamic programming
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    time consistency
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    coherent risk measures
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