Decomposability and time consistency of risk averse multistage programs (Q1755843)
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scientific article
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| English | Decomposability and time consistency of risk averse multistage programs |
scientific article |
Statements
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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0.8731719851493835
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0.87284916639328
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0.8372415900230408
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0.822902262210846
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0.8100467324256897
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