"Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping."

Alois Pichler, Rui Peng Liu, Alexander Shapiro (2022)

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DOI: 10.1287/OPRE.2021.2120

access: closed

type: Journal Article

metadata version: 2023-05-26

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Alois Pichler, Rui Peng Liu, Alexander Shapiro:
Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping. Oper. Res. 70(4): 2439-2455 (2022)

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