Multiperiod stochastic optimization problems with time-consistent risk constraints

Densing M & Mayer J
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Densing, M., & Mayer, J. (2012). Multiperiod stochastic optimization problems with time-consistent risk constraints. In D. Klatte, H. J. Lüthi, & K. Schmedders (Eds.), Operations research proceedings 2011 (pp. 521-526). https://doi.org/10.1007/978-3-642-29210-1_83