Conditional Risk Mappings (Q5387996)

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scientific article; zbMATH DE number 5279689
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Conditional Risk Mappings
scientific article; zbMATH DE number 5279689

    Statements

    title
    Conditional Risk Mappings (English)
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    author
    Ruszczyński, Andrzej
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    Alexander Shapiro
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    publication date
    27 May 2008
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    Mathematics Subject Classification ID
    90C15
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    90C39
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    91B30
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    zbMATH DE Number
    5279689
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    zbMATH Keywords
    risk
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    conjugate duality
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    stochastic optimization
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    dynamic programming
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    multistage stochastic programming
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    OpenAlex ID
    W3122851459
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    Wikidata QID
    Q89210760
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