Epiconvergence of relaxed stochastic optimization problems

von Leclère, Vincent
Veröffentlicht in Operations research letters (2019)

Generalized adaptive partition-based method for two-stage stochastic linear programs : Geometric oracle and analysis

von Forcier, Maël
Veröffentlicht in Operations research letters (2022)

Building up time-consistency for risk measures and dynamic optimizatio

von De Lara, Michel
Veröffentlicht in European journal of operational research (2016)

On risk averse competitive equilibrium

von Gérard, Henri
Veröffentlicht in Operations research letters (2018)

Priority option : the value of being a leader

von Grasselli, M. R.
Veröffentlicht in International journal of theoretical and applied finance (2013)

Dual SDDP for risk-averse multistage stochastic programs

von Costa, Bernardo Freitas Paulo da
Veröffentlicht in Operations research letters (2023)