Martingale characterizations of risk-averse stochastic optimization problems
Work
Year: 2019
Type: article
Source: Mathematical Programming
Authors Alois Pichler, Ruben Schlotter
Institution Chemnitz University of Technology
Cites: 43
Cited by: 12
Related to: 10
FWCI: 1.751
Citation percentile (by year/subfield): 75.34
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green