Time-inconsistent multistage stochastic programs: martingale bounds
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Publication:320891
DOI10.1016/j.ejor.2015.02.033zbMath1346.90646OpenAlexW2064721129WikidataQ59254863 ScholiaQ59254863MaRDI QIDQ320891
Georg Ch. Pflug, Alois Pichler
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.02.033
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