Process-based risk measures and risk-averse control of discrete-time systems (Q2118073): Difference between revisions
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| Property / DOI: 10.1007/s10107-018-1349-2 / rank | |||
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| Property / DOI: 10.1007/S10107-018-1349-2 / rank | |||
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Latest revision as of 03:08, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Process-based risk measures and risk-averse control of discrete-time systems |
scientific article |
Statements
Process-based risk measures and risk-averse control of discrete-time systems (English)
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22 March 2022
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dynamic risk measures
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time consistency
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dynamic programming
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multistage stochastic programming
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