Tight Approximations of Dynamic Risk Measures (Q3449453): Difference between revisions

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+Dynamic Risk Measures
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+Coherent risk measures in inventory problems
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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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+On unions and dominants of polytopes
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+AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
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+Constructing Uncertainty Sets for Robust Linear Optimization
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+Time consistent dynamic risk measures
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+Estimating conditional tail expectation with actuarial applications in view
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+Dynamic monetary risk measures for bounded discrete-time processes
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+Optimal Dynamic Trading Strategies with Risk Limits
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+Conditional and dynamic convex risk measures
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+Integrated Optimization of Procurement, Processing, and Trade of Commodities
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+Recursive multiple-priors.
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+Convex measures of risk and trading constraints
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+On the complexity of four polyhedral set containment problems
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+The Iterated Cte
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+Robust Dynamic Programming
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+On Solving Multistage Stochastic Programs with Coherent Risk Measures
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+Dynamic coherent risk measures
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+Time consistency conditions for acceptability measures, with an application to tail value at risk
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+COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS
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+Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences
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+Risk-averse dynamic programming for Markov decision processes
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+Conditional Risk Mappings
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+Subjective Probability and Expected Utility without Additivity
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+Dynamic capital allocation with distortion risk measures
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+A synthesis of risk measures for capital adequacy
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