A Composite Risk Measure Framework for Decision Making Under Uncertainty

Author:

Qian Peng-YuORCID,Wang Zi-Zhuo,Wen Zai-Wen

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research

Reference50 articles.

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4. Dupačová, J.: The minimax approach to stochastic programming and an illustrative application. Stoch. Int. J. Probab. Stoch. Process. 20(1), 73–88 (1987)

5. Scarf, H., Arrow, K.J., Karlin, S.: A min–max solution of an inventory problem. Stud. Math. Theory Invent. Prod. 10, 201–209 (1958)

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