Tight Approximations of Dynamic Risk Measures (Q3449453)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tight Approximations of Dynamic Risk Measures |
scientific article |
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Tight Approximations of Dynamic Risk Measures (English)
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4 November 2015
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coherent risk measures
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dynamic consistency
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tight approximations
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submodular functions
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polymatroids
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