Time consistency and time consistent generalized convex multistage risk measures (Q5382697)
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scientific article; zbMATH DE number 7067525
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| English | Time consistency and time consistent generalized convex multistage risk measures |
scientific article; zbMATH DE number 7067525 |
Statements
Time consistency and time consistent generalized convex multistage risk measures (English)
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18 June 2019
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conditional risk measure
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generalized convex risk measure
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multi-period risk measure
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time consistency of risk measure
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time consistency of optimal policy
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0.8709027171134949
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0.8566190004348755
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0.8506135940551758
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0.8489300012588501
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0.8480433821678162
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