"A recursive algorithm for multivariate risk measures and a set-valued ..."

Zachary Feinstein, Birgit Rudloff (2017)

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DOI: 10.1007/S10898-016-0459-8

access: closed

type: Journal Article

metadata version: 2020-09-11

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Zachary Feinstein, Birgit Rudloff:
A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle. J. Glob. Optim. 68(1): 47-69 (2017)

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