Pages that link to "Item:Q833557"
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The following pages link to On a time consistency concept in risk averse multistage stochastic programming (Q833557):
Displaying 22 items.
- Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
- Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences (Q2514776) (← links)
- A multistage linear stochastic programming model for optimal corporate debt management (Q2514832) (← links)
- Time consistent policy of multi-period mean-variance (Q2515277) (← links)
- Structure of risk-averse multistage stochastic programs (Q2516634) (← links)
- A generalization of Bellman's equation with application to path planning, obstacle avoidance and invariant set estimation (Q2664240) (← links)
- Risk-sensitive control of Markov decision processes: a moment-based approach with target distributions (Q2664336) (← links)
- CVaR hedging using quantization-based stochastic approximation algorithm (Q2788694) (← links)
- Time-consistent decisions and temporal decomposition of coherent risk functionals (Q2806826) (← links)
- Sampling-based decomposition methods for multistage stochastic programs based on extended polyhedral risk measures (Q2910873) (← links)
- Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (Q3466780) (← links)
- Envelope Theorems for Multistage Linear Stochastic Optimization (Q5031649) (← links)
- Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance (Q5093650) (← links)
- Stochastic Control of Optimized Certainty Equivalents (Q5097215) (← links)
- Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping (Q5106377) (← links)
- Risk-Averse Approximate Dynamic Programming with Quantile-Based Risk Measures (Q5219554) (← links)
- Distributionally Robust Inventory Control When Demand Is a Martingale (Q5868962) (← links)
- Conditional value‐at‐risk beyond finance: a survey (Q6090467) (← links)
- Two-stage international portfolio models with higher moment risk measures (Q6109573) (← links)
- Risk-averse dynamic pricing using mean-semivariance optimization (Q6113462) (← links)
- Sample average approximation for risk-averse problems: a virtual power plant scheduling application (Q6114903) (← links)
- Dynamic hedging for the real option management of hydropower production with exchange rate risks (Q6176190) (← links)
