Rectangular sets of probability measures (Q5740228)
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scientific article; zbMATH DE number 6606044
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| default for all languages | No label defined |
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| English | Rectangular sets of probability measures |
scientific article; zbMATH DE number 6606044 |
Statements
Rectangular Sets of Probability Measures (English)
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25 July 2016
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multistage stochastic optimization
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rectangularity
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risk-averse optimization
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robust optimal control and Markov decision processes
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dynamic programming
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coherent risk measures
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time consistency
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0.7491769194602966
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0.738679826259613
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0.7319535613059998
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0.7233027219772339
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0.7212631702423096
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