Building up time-consistency for risk measures and dynamic optimization (Q320898)
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scientific article; zbMATH DE number 6635762
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Building up time-consistency for risk measures and dynamic optimization |
scientific article; zbMATH DE number 6635762 |
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Building up time-consistency for risk measures and dynamic optimization (English)
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7 October 2016
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dynamic programming
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time-consistency
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dynamic risk measures
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