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"Risk-averse sequential decision problems with time-consistent stochastic ..."

Darinka Dentcheva, Mingsong Ye, Yunxuan Yi (2022)

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DOI: 10.1109/CDC51059.2022.9993044

access: closed

type: Conference or Workshop Paper

metadata version: 2023-01-18

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  - conf/cdc/DentchevaYY22
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Darinka Dentcheva, Mingsong Ye, Yunxuan Yi:
Risk-averse sequential decision problems with time-consistent stochastic dominance constraints. CDC 2022: 3605-3610

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