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Time consistency of dynamic risk measures
Shapiro, Alexander - In: Operations research letters 40 (2012) 6, pp. 436-439
Persistent link: https://www.econbiz.de/10009716583
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Distributionally robust optimal control and MDP modeling
Shapiro, Alexander - In: Operations research letters 49 (2021) 5, pp. 809-814
Persistent link: https://www.econbiz.de/10013207452
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Rectangular sets of probability measures
Shapiro, Alexander - In: Operations research 64 (2016) 2, pp. 528-541
Persistent link: https://www.econbiz.de/10011485624
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Modeling time-dependent randomness in stochastic dual dynamic programming
Löhndorf, Nils; Shapiro, Alexander - In: European journal of operational research : EJOR 273 (2019) 2, pp. 650-661
Persistent link: https://www.econbiz.de/10011987574