Rectangular Sets of Probability Measures (Q5740228)
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scientific article; zbMATH DE number 6606044
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rectangular Sets of Probability Measures |
scientific article; zbMATH DE number 6606044 |
Statements
Rectangular Sets of Probability Measures (English)
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25 July 2016
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multistage stochastic optimization
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rectangularity
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risk-averse optimization
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robust optimal control and Markov decision processes
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dynamic programming
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coherent risk measures
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time consistency
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