"Time-inconsistent multistage stochastic programs: Martingale bounds."

Georg Ch. Pflug, Alois Pichler (2016)

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DOI: 10.1016/J.EJOR.2015.02.033

access: closed

type: Journal Article

metadata version: 2020-02-21

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Georg Ch. Pflug, Alois Pichler:
Time-inconsistent multistage stochastic programs: Martingale bounds. Eur. J. Oper. Res. 249(1): 155-163 (2016)

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