The following pages link to Conditional Risk Mappings (Q5387996):
Displaying 50 items.
- Time-inconsistent multistage stochastic programs: martingale bounds (Q320891) (← links)
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
- Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
- Trade-off between robust risk measurement and market principles (Q493244) (← links)
- Evaluating policies in risk-averse multi-stage stochastic programming (Q494328) (← links)
- Dynamic linear programming games with risk-averse players (Q526824) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Analysis of stochastic dual dynamic programming method (Q617520) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Robust optimal control using conditional risk mappings in infinite horizon (Q724507) (← links)
- Time-consistent approximations of risk-averse multistage stochastic optimization problems (Q747773) (← links)
- Equivalence between time consistency and nested formula (Q827137) (← links)
- On a time consistency concept in risk averse multistage stochastic programming (Q833557) (← links)
- Coherent risk measures in inventory problems (Q879300) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
- Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896) (← links)
- The stochastic mitra-wan forestry model: risk neutral and risk averse cases (Q1650968) (← links)
- The optimal harvesting problem under price uncertainty: the risk averse case (Q1686507) (← links)
- On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
- Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
- Probabilistically distorted risk-sensitive infinite-horizon dynamic programming (Q1716491) (← links)
- Monotone trends in inventory-price control under time-consistent coherent risk measure (Q1728237) (← links)
- Time-consistent, risk-averse dynamic pricing (Q1737496) (← links)
- Risk-averse stochastic path detection (Q1753422) (← links)
- Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR (Q1754123) (← links)
- A trade execution model under a composite dynamic coherent risk measure (Q1785321) (← links)
- Minimax and risk averse multistage stochastic programming (Q1926691) (← links)
- Scenario decomposition of risk-averse multistage stochastic programming problems (Q1931651) (← links)
- Bounds for nested law invariant coherent risk measures (Q1939679) (← links)
- Time consistency of dynamic risk measures (Q1939680) (← links)
- Risk-averse feasible policies for large-scale multistage stochastic linear programs (Q1949267) (← links)
- Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755) (← links)
- Gas storage valuation in incomplete markets (Q2028869) (← links)
- Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization (Q2030665) (← links)
- Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (Q2030696) (← links)
- Stochastic dynamic cutting plane for multistage stochastic convex programs (Q2032005) (← links)
- Time consistency for scalar multivariate risk measures (Q2076040) (← links)
- Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
- Risk forms: representation, disintegration, and application to partially observable two-stage systems (Q2189442) (← links)
- Martingale characterizations of risk-averse stochastic optimization problems (Q2189445) (← links)
- On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration (Q2190063) (← links)
- On conditional cuts for stochastic dual dynamic programming (Q2195564) (← links)
- Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity (Q2273921) (← links)
- Nested conditional value-at-risk portfolio selection: a model with temporal dependence driven by market-index volatility (Q2273929) (← links)
- A dynamic programming approach to adjustable robust optimization (Q2275569) (← links)
- A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania (Q2288850) (← links)
- Epiconvergence of relaxed stochastic optimization problems (Q2294379) (← links)
