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On a time consistency concept in risk averse multistage stochastic programming
Shapiro, Alexander
- In:
Operations research letters
37
(
2009
)
3
,
pp. 143-147
Persistent link: https://www.econbiz.de/10003903823
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2
A dynamic programming approach to adjustable robust optimization
Shapiro, Alexander
- In:
Operations research letters
39
(
2011
)
2
,
pp. 83-87
Persistent link: https://www.econbiz.de/10009010694
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3
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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4
Interchangeability principle and dynamic equations in risk averse stochastic programming
Shapiro, Alexander
- In:
Operations research letters
45
(
2017
)
4
,
pp. 377-381
Persistent link: https://www.econbiz.de/10011740612
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5
Distributionally robust modeling of optimal control
Shapiro, Alexander
- In:
Operations research letters
50
(
2022
)
5
,
pp. 561-567
Persistent link: https://www.econbiz.de/10013449446
Saved in:
6
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
Saved in:
7
On complexity of multistage stochastic programs
Shapiro, Alexander
- In:
Operations research letters
34
(
2006
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10006809505
Saved in:
8
On a time consistency concept in risk averse multistage stochastic programming
Shapiro, Alexander
- In:
Operations research letters
37
(
2009
)
3
,
pp. 143-147
Persistent link: https://www.econbiz.de/10008244848
Saved in:
9
Bounds for nested law invariant coherent risk measures
Xin, Linwei
;
Shapiro, Alexander
- In:
Operations research letters
40
(
2012
)
6
,
pp. 431-436
Persistent link: https://www.econbiz.de/10010044458
Saved in:
10
Time consistency of dynamic risk measures
Shapiro, Alexander
- In:
Operations research letters
40
(
2012
)
6
,
pp. 436-440
Persistent link: https://www.econbiz.de/10010044459
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