On a time consistency concept in risk averse multistage stochastic programming
type: Item
instance of: scholarly article
title: On a time consistency concept in risk averse multistage stochastic programming
zbMATH Open document ID: 1167.90613
published in: Operations Research Letters
publication date: 2009-08-14T00:00:00Z
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 5595301
zbMATH Keywords: risk averse stochastic programming
zbMATH Keywords: dynamic programming
zbMATH Keywords: time consistency
author: Alexander Shapiro
MaRDI profile type: Publication
full work available at URL: j.orl.2009.02.005
OpenAlex ID: W2001697694
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DOI: 10.1016/J.ORL.2009.02.005
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description: scientific article; zbMATH DE number 5595301