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"Decision tree analysis for a risk averse decision maker: CVaR Criterion."

Saman Eskandarzadeh, Kourosh Eshghi (2013)

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DOI: 10.1016/J.EJOR.2013.04.033

access: closed

type: Journal Article

metadata version: 2023-06-26

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  - journals/eor/EskandarzadehE13
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  - https://dblp.org/rec/journals/eor/EskandarzadehE13
Saman Eskandarzadeh, Kourosh Eshghi:
Decision tree analysis for a risk averse decision maker: CVaR Criterion. Eur. J. Oper. Res. 231(1): 131-140 (2013)

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