Risk forms: representation, disintegration, and application to partially observable two-stage systems
Author:
Funder
Air Force Office of Scientific Research
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Software
Link
http://link.springer.com/article/10.1007/s10107-019-01376-1/fulltext.html
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3. Aubin, J.-P., Frankowska, H.: Set-Valued Analysis. Birkhäuser, Boston (2009)
4. Bielecki, T.R., Cialenco, I., Pitera, M.: A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: Lm-measure perspective. Probab., Uncertain. Quant. Risk 2(1), 3 (2017)
5. Cheridito, P., Delbaen, F., Kupper, M.: Dynamic monetary risk measures for bounded discrete-time processes. Electron. J. Probab. 11, 57–106 (2006)
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