Expectiles In Risk Averse Stochastic Programming and Dynamic Optimization

arXiv2303.03522MaRDI QIDQ6428590

Rajmadan Lakshmanan, Alois Pichler

Publication date: 6 March 2023

Mathematics Subject Classification ID

Stochastic programming (90C15) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) General theory of stochastic processes (60G07)

This page was built for publication: Expectiles In Risk Averse Stochastic Programming and Dynamic Optimization