Tail value-at-risk in uncertain random environment
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Publication:781311
DOI10.1007/s00500-018-3492-3zbMath1436.91027MaRDI QIDQ781311
Chen Xiao, Waichon Lio, Dan A. Ralescu, Yuhan Liu
Publication date: 16 July 2020
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-018-3492-3
91B05: Risk models (general)
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Special issue on decision making and uncertainty, Analysis of a class of dynamic programming models for multi-stage uncertain systems
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