Pages that link to "Item:Q3449453"
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The following pages link to Tight Approximations of Dynamic Risk Measures (Q3449453):
Displaying 19 items.
- Dynamic linear programming games with risk-averse players (Q526824) (← links)
- Time-consistent approximations of risk-averse multistage stochastic optimization problems (Q747773) (← links)
- Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR (Q1754123) (← links)
- Time (in)consistency of multistage distributionally robust inventory models with moment constraints (Q2029289) (← links)
- Socially responsible merchant operations: comparison of shutdown-averse CVaR and anticipated regret policies (Q2060601) (← links)
- Tight bounds for a class of data-driven distributionally robust risk measures (Q2115129) (← links)
- Peril, prudence and planning as risk, avoidance and worry (Q2116017) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- A quantitative comparison of risk measures (Q2400017) (← links)
- On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
- Time-consistent decisions and temporal decomposition of coherent risk functionals (Q2806826) (← links)
- (Q4679086) (← links)
- Quantile Markov Decision Processes (Q5095150) (← links)
- Technical Note—Time Inconsistency of Optimal Policies of Distributionally Robust Inventory Models (Q5144782) (← links)
- (Q5190838) (← links)
- Representation and approximation of convex dynamic risk measures with respect to strong–weak topologies (Q5355177) (← links)
- Rectangular Sets of Probability Measures (Q5740228) (← links)
- Distributionally Robust Inventory Control When Demand Is a Martingale (Q5868962) (← links)
- Markov decision processes with risk-sensitive criteria: an overview (Q6540475) (← links)
