Stochastic programming of time-consistent extensions of aVaR (Q2934467)
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scientific article; zbMATH DE number 6380341
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| English | Stochastic programming of time-consistent extensions of aVaR |
scientific article; zbMATH DE number 6380341 |
Statements
Stochastic Programming of Time-Consistent Extensions of AVaR (English)
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12 December 2014
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multistage stochastic programming
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mean risk optimization
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0.836389422416687
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0.8171826601028442
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0.8079169392585754
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0.7993117570877075
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0.7980019450187683
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