Martingale characterizations of risk-averse stochastic optimization problems (Q2189445)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale characterizations of risk-averse stochastic optimization problems |
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Martingale characterizations of risk-averse stochastic optimization problems (English)
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15 June 2020
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risk measures
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stochastic optimization
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stochastic processes
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