Interchangeability principle and dynamic equations in risk averse stochastic programming (Q1728267)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interchangeability principle and dynamic equations in risk averse stochastic programming |
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Interchangeability principle and dynamic equations in risk averse stochastic programming (English)
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22 February 2019
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interchangeability principle
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strict monotonicity
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convex risk measures
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two and multistage stochastic programming
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dynamic equations
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time consistency
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