Risk forms: representation, disintegration, and application to partially observable two-stage systems (Q2189442)
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scientific article
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| English | Risk forms: representation, disintegration, and application to partially observable two-stage systems |
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Risk forms: representation, disintegration, and application to partially observable two-stage systems (English)
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15 June 2020
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risk measures
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Kusuoka representation
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risk decomposition
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two-stage stochastic programming
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partially observable systems
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0.7464105486869812
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0.7449145913124084
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0.7423780560493469
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0.7368909120559692
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0.7338147759437561
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