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~subject:"Dynamic measures of risk"
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Dynamic measures of risk
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Aktürk, M. Selim
1
Bielecki, Tomasz R.
1
Cialenco, Igor
1
Mahmutoğulları, Ali İrfan
1
Ruszczyński, Andrzej P.
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Çavuş, Özlem
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European journal of operational research : EJOR
1
Mathematical methods of operations research : ZOR
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ECONIS (ZBW)
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Risk filtering and risk-averse control of Markovian systems subject to model uncertainty
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Ruszczyński, …
- In:
Mathematical methods of operations research : ZOR
98
(
2023
)
2
,
pp. 231-268
Persistent link: https://www.econbiz.de/10014423851
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2
Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR
Mahmutoğulları, Ali İrfan
;
Çavuş, Özlem
;
Aktürk, …
- In:
European journal of operational research : EJOR
266
(
2018
)
2
,
pp. 595-608
Persistent link: https://www.econbiz.de/10011811837
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