Time consistency of dynamic risk measures (Q1939680)
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scientific article; zbMATH DE number 6141218
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| default for all languages | No label defined |
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| English | Time consistency of dynamic risk measures |
scientific article; zbMATH DE number 6141218 |
Statements
Time consistency of dynamic risk measures (English)
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5 March 2013
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multistage stochastic programming
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risk averse optimization
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dynamic programming
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time consistency
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coherent risk measures
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0.8941140174865723
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0.883998692035675
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0.87284916639328
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0.8566190004348755
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0.8478637933731079
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