Conditional risk mappings

Mathematics of Operations Research

Volumn 31, Issue 3, 2006, Pages 544-561

  Ruszczyński, Andrzej ^a   Shapiro, Alexander ^b  

^a RUTGERS UNIVERSITY   (United States)

^b Georgia Institute of Technology   (United States)

Author keywords

Conjugate duality; Dynamic programming; Multistage stochastic programming; Risk; Stochastic optimization

Indexed keywords

CONJUGATE DUALITY; MULTISTAGE STOCHASTIC PROGRAMMING; RISK MAPPINGS; STOCHASTIC OPTIMIZATION;

DYNAMIC PROGRAMMING; OPTIMIZATION; PROBLEM SOLVING; RISK MANAGEMENT; THEOREM PROVING;

OPERATIONS RESEARCH;

EID: 33748417876     PISSN: 0364765X     EISSN: 15265471     Source Type: Journal    
DOI: 10.1287/moor.1060.0204     Document Type: Article

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