Time consistency of dynamic risk measures (Q1939680)
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scientific article; zbMATH DE number 6141218
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time consistency of dynamic risk measures |
scientific article; zbMATH DE number 6141218 |
Statements
Time consistency of dynamic risk measures (English)
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5 March 2013
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multistage stochastic programming
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risk averse optimization
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dynamic programming
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time consistency
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coherent risk measures
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