Decomposability and time consistency of risk averse multistage programs (Q1755843)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Decomposability and time consistency of risk averse multistage programs |
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Decomposability and time consistency of risk averse multistage programs (English)
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11 January 2019
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stochastic programming
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coherent risk measures
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time consistency
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