Interchangeability principle and dynamic equations in risk averse stochastic programming
Year of publication: |
July 2017
|
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Authors: | Shapiro, Alexander |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 45.2017, 4, p. 377-381
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Subject: | Interchangeability principle | Strict monotonicity | Convex risk measures | Two and multistage stochastic programming | Dynamic equations | Time consistency | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
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