Building up time-consistency for risk measures and dynamic optimization
From MaRDI portal
Publication:320898
DOI10.1016/j.ejor.2015.03.046zbMath1346.90795OpenAlexW2067839247MaRDI QIDQ320898
Michel De Lara, Vincent Leclère
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://hal-enpc.archives-ouvertes.fr/hal-01208297/file/DeLara_Leclere_EJOR2015.pdf
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