Time-consistent approximations of risk-averse multistage stochastic optimization problems
type: Item
instance of: scholarly article
title: Time-consistent approximations of risk-averse multistage stochastic optimization problems
zbMATH Open document ID: 1327.90147
author: Tsvetan Asamov
author: Andrzej Ruszczyński
published in: Mathematical Programming. Series A. Series B
publication date: 2015-10-19T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 49M27
zbMATH DE Number: 6495759
zbMATH Keywords: dynamic measures of risk
zbMATH Keywords: time consistency
zbMATH Keywords: decomposition
MaRDI profile type: Publication
full work available at URL: s10107-014-0813-x
OpenAlex ID: W2058589222
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DOI: 10.1007/S10107-014-0813-X
description: scientific article; zbMATH DE number 6495759