Building up time-consistency for risk measures and dynamic optimization (Q320898)

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scientific article; zbMATH DE number 6635762
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    Building up time-consistency for risk measures and dynamic optimization
    scientific article; zbMATH DE number 6635762

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      Building up time-consistency for risk measures and dynamic optimization (English)
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      7 October 2016
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      dynamic programming
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      time-consistency
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      dynamic risk measures
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