Interchangeability principle and dynamic equations in risk averse stochastic programming
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Publication:1728267
DOI10.1016/j.orl.2017.05.008zbMath1409.90125OpenAlexW2621981927WikidataQ97719576 ScholiaQ97719576MaRDI QIDQ1728267
Publication date: 22 February 2019
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2017.05.008
dynamic equationsstrict monotonicityconvex risk measurestime consistencyinterchangeability principletwo and multistage stochastic programming
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