Process-based risk measures and risk-averse control of discrete-time systems (Q2118073)

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Process-based risk measures and risk-averse control of discrete-time systems
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    Process-based risk measures and risk-averse control of discrete-time systems (English)
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    22 March 2022
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    dynamic risk measures
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    time consistency
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    dynamic programming
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    multistage stochastic programming
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