Stability of multistage stochastic programs incorporating polyhedral risk measures (Q3498594)

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Stability of multistage stochastic programs incorporating polyhedral risk measures
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    Stability of multistage stochastic programs incorporating polyhedral risk measures (English)
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    15 May 2008
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    multistage stochastic programming
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    optimization
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    quantitative stability
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    filtration distance
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    polyhedral risk measures
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    multiperiod risk functionals
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