Multiperiod Stochastic Optimization Problems with Time-Consistent Risk Constraints

DOI10.1007/978-3-642-29210-1_83zbMath1306.90104OpenAlexW151643054MaRDI QIDQ5176362

János Mayer, M. Densing

Publication date: 3 March 2015

Published in: Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-29210-1_83

Mathematics Subject Classification ID

Stochastic programming (90C15)

This page was built for publication: Multiperiod Stochastic Optimization Problems with Time-Consistent Risk Constraints