Conditional Risk Mappings
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Publication:5387996
DOI10.1287/moor.1060.0204zbMath1278.90284WikidataQ89210760 ScholiaQ89210760MaRDI QIDQ5387996
Ruszczyński, Andrzej, Alexander Shapiro
Publication date: 27 May 2008
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/ab3f4712a79501ef218c52738d789c25902a912f
stochastic optimization; dynamic programming; multistage stochastic programming; risk; conjugate duality
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