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Time-inconsistent multistage stochastic programs: Martingale bounds

Pflug, Georg Ch., Pichler, Alois
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Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2015.02.033
Date:
February, 2015
File:
PDF, 1.11 MB
english, 2015
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