Stability of multistage stochastic programs incorporating polyhedral risk measures
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Publication:3498594
DOI10.1080/02331930701779930zbMath1192.90131MaRDI QIDQ3498594
Werner Römisch, Andreas Eichhorn
Publication date: 15 May 2008
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/9021
optimization; multistage stochastic programming; polyhedral risk measures; quantitative stability; filtration distance; multiperiod risk functionals
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Cites Work
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