Time-Consistent Decisions and Temporal Decomposition of...

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Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals

Pflug, Georg Ch., Pichler, Alois
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Language:
english
Journal:
Mathematics of Operations Research
DOI:
10.1287/moor.2015.0747
Date:
January, 2016
File:
PDF, 379 KB
english, 2016
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