On a time consistency concept in risk averse multistage stochastic programming
Alexander Shapiro
| Year of publication: |
2009
|
|---|---|
| Authors: | Shapiro, Alexander |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 37.2009, 3, p. 143-147
|
| Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Risikoaversion | Risk aversion | Zeitkonsistenz | Time consistency | Mathematische Optimierung | Mathematical programming | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003903823