Pages that link to "Item:Q1931661"
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The following pages link to Dynamic consistency for stochastic optimal control problems (Q1931661):
Displayed 8 items.
- Time-inconsistent multistage stochastic programs: martingale bounds (Q320891) (← links)
- Building up time-consistency for risk measures and dynamic optimization (Q320898) (← links)
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
- Controlled Markov decision processes with AVaR criteria for unbounded costs (Q515747) (← links)
- Minimax and risk averse multistage stochastic programming (Q1926691) (← links)
- Time consistency of dynamic risk measures (Q1939680) (← links)
- Structure of risk-averse multistage stochastic programs (Q2516634) (← links)
- Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals (Q2806826) (← links)