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"Weak Continuity of Risk Functionals with Applications to Stochastic ..."

Matthias Claus, Volker Krätschmer, Rüdiger Schultz (2017)

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DOI: 10.1137/15M1048689

access: closed

type: Journal Article

metadata version: 2020-06-08

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Matthias Claus, Volker Krätschmer, Rüdiger Schultz:
Weak Continuity of Risk Functionals with Applications to Stochastic Programming. SIAM J. Optim. 27(1): 91-109 (2017)

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