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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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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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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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Decomposability and time consistency of risk averse multistage programs
Shapiro, Alexander; Ugurlu, K. - In: Operations research letters 44 (2016) 5, pp. 663-665
Persistent link: https://www.econbiz.de/10011596625
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Technical note: time inconsistency of optimal policies of distributionally robust inventory models
Shapiro, Alexander; Xin, Linwei - In: Operations research 68 (2020) 5, pp. 1576-1584
Persistent link: https://www.econbiz.de/10012301576
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Risk-averse stochastic programming : time consistency and optimal stopping
Pichler, Alois; Liu, Rui Peng; Shapiro, Alexander - In: Operations research 70 (2022) 4, pp. 2439-2455
Persistent link: https://www.econbiz.de/10013366477