Time-consistent approximations of risk-averse multistage stochastic optimization problems (Q747773)
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scientific article; zbMATH DE number 6495759
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| English | Time-consistent approximations of risk-averse multistage stochastic optimization problems |
scientific article; zbMATH DE number 6495759 |
Statements
Time-consistent approximations of risk-averse multistage stochastic optimization problems (English)
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19 October 2015
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dynamic measures of risk
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time consistency
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decomposition
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0.8693264722824097
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0.8468502759933472
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0.8367202281951904
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0.822902262210846
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0.8138587474822998
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