Risk averse stochastic programming: time consistency and optimal stopping

From MaRDI portal

Publication:6306085

Jump to:navigation, search

DOI10.1287/opre.2021.2120zbMath1500.90037arXiv1808.10807MaRDI QIDQ6306085

Alexander Shapiro, Alois Pichler, Rui Peng Liu

Publication date: 31 August 2018

Mathematics Subject Classification ID

90C90: Applications of mathematical programming

90C15: Stochastic programming

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6306085&oldid=35886615"