Stability of multistage stochastic programs incorporating polyhedral risk measures (Q3498594)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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