Stability of multistage stochastic programs incorporating polyhedral risk measures (Q3498594): Difference between revisions

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+Coherent Measures of Risk
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+Coherent multiperiod risk adjusted values and Bellman's principle
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+Polyhedral Risk Measures in Stochastic Programming
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+Polyhedral risk measures in electricity portfolio optimization
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+RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
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+A note on scenario reduction for two-stage stochastic programs
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+Stability of Multistage Stochastic Programs
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+Measuring risk for income streams
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+Quantitative Stability in Stochastic Programming: The Method of Probability Metrics
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+Dynamic coherent risk measures
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+Variational Analysis
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+Conditional value-at-risk in stochastic programs with mixed-integer recourse
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