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Mathematical methods of operations research
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Risk measurement and risk-averse control of partially observable discrete-time Markov systems
Fan, Jingnan
;
Ruszcy´nski, Andrzej
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 161-184
Persistent link: https://www.econbiz.de/10011935391
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Dual methods for probabilistic optimization problems*
Dentcheva, Darinka
;
Lai, Bogumila
;
Ruszczynski, Andrzej
- In:
Mathematical methods of operations research
60
(
2004
)
2
,
pp. 331-346
Persistent link: https://www.econbiz.de/10006608750
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