"Martingale characterizations of risk-averse stochastic optimization problems."

Alois Pichler, Ruben Schlotter (2020)

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DOI: 10.1007/S10107-019-01391-2

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type: Journal Article

metadata version: 2020-07-15

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Alois Pichler, Ruben Schlotter:
Martingale characterizations of risk-averse stochastic optimization problems. Math. Program. 181(2): 377-403 (2020)

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