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Risk forms: representation, disintegration, and application to partially observable two-stage systems - MaRDI portal

Risk forms: representation, disintegration, and application to partially observable two-stage systems (Q2189442)

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Risk forms: representation, disintegration, and application to partially observable two-stage systems
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    Risk forms: representation, disintegration, and application to partially observable two-stage systems (English)
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    15 June 2020
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    risk measures
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    Kusuoka representation
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    risk decomposition
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    two-stage stochastic programming
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    partially observable systems
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