A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle (Q2397431)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle |
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A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle (English)
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22 May 2017
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dynamic risk measures
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transaction costs
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set-valued risk measures
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vector optimization
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dynamic programming
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Bellman's principle
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