Time consistency of dynamic risk measures (Q1939680)

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Time consistency of dynamic risk measures
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    title
    Time consistency of dynamic risk measures (English)
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    author
    Alexander Shapiro
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    publication date
    5 March 2013
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    zbMATH Keywords
    multistage stochastic programming
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    risk averse optimization
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    dynamic programming
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    time consistency
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    coherent risk measures
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    Identifiers

    zbMATH DE Number
    6141218
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