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

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+Coherent Measures of Risk
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+Normal rank
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+Q4836494
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+Dynamic consistency for stochastic optimal control problems
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+Stochastic finance. An introduction in discrete time
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+Representation results for law invariant time consistent functions
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+Risk-averse dynamic programming for Markov decision processes
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+Conditional Risk Mappings
@@ Property / cites work: Conditional Risk Mappings / rank @@
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+On a time consistency concept in risk averse multistage stochastic programming
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+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
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