Pages that link to "Item:Q1931661"
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The following pages link to Dynamic consistency for stochastic optimal control problems (Q1931661):
Displaying 17 items.
- Time-inconsistent multistage stochastic programs: martingale bounds (Q320891) (← links)
- Building up time-consistency for risk measures and dynamic optimization (Q320898) (← links)
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
- Controlled Markov decision processes with AVaR criteria for unbounded costs (Q515747) (← links)
- A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning (Q827142) (← links)
- Risk management for forestry planning under uncertainty in demand and prices (Q1754283) (← links)
- Decomposability and time consistency of risk averse multistage programs (Q1755843) (← links)
- Minimax and risk averse multistage stochastic programming (Q1926691) (← links)
- Time consistency of dynamic risk measures (Q1939680) (← links)
- Time (in)consistency of multistage distributionally robust inventory models with moment constraints (Q2029289) (← links)
- An application of control theory for imperfect production problem with carbon emission investment policy in interval environment (Q2125284) (← links)
- The nested Sinkhorn divergence to learn the nested distance (Q2155219) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Structure of risk-averse multistage stochastic programs (Q2516634) (← links)
- Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals (Q2806826) (← links)
- Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance (Q5093650) (← links)
- Dynamic Risked Equilibrium (Q5095185) (← links)
