Time-consistent approximations of risk-averse multistage stochastic optimization problems (Q747773)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent approximations of risk-averse multistage stochastic optimization problems |
scientific article |
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Time-consistent approximations of risk-averse multistage stochastic optimization problems (English)
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19 October 2015
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dynamic measures of risk
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time consistency
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decomposition
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