Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping
Work
Year: 2021
Type: article
Abstract: Decision making under uncertainty includes reassessing and reevaluating risk after initial decisions. To this end, it is essential to consider a governing value process and to track its evolution over... more
Source: Operations Research
Cites: 45
Cited by: 9
Related to: 10
FWCI: 1.346
Citation percentile (by year/subfield): 71.97
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: green