Conditional Risk Mappings

DOI10.1287/moor.1060.0204zbMath1278.90284OpenAlexW3122851459WikidataQ89210760 ScholiaQ89210760MaRDI QIDQ5387996

Ruszczyński, Andrzej, Alexander Shapiro

Publication date: 27 May 2008

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/ab3f4712a79501ef218c52738d789c25902a912f

zbMATH Keywords

stochastic optimizationdynamic programmingmultistage stochastic programmingriskconjugate duality

Mathematics Subject Classification ID

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