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Conditional distributionally robust functionals
Shapiro, Alexander
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Pichler, Alois
- In:
Operations research
72
(
2024
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6
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pp. 2745-2757
Persistent link: https://www.econbiz.de/10015371558
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Risk-averse stochastic programming : time consistency and optimal stopping
Pichler, Alois
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Liu, Rui Peng
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Shapiro, Alexander
- In:
Operations research
70
(
2022
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4
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pp. 2439-2455
Persistent link: https://www.econbiz.de/10013366477
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