Risk averse stochastic programming: time consistency and optimal stopping
From MaRDI portal
Publication:6306085
DOI10.1287/opre.2021.2120zbMath1500.90037arXiv1808.10807MaRDI QIDQ6306085
Alexander Shapiro, Alois Pichler, Rui Peng Liu
Publication date: 31 August 2018
This page was built for publication: Risk averse stochastic programming: time consistency and optimal stopping