Risk-averse sequential decision problems with time-consistent stochastic dominance constraints

Darinka Dentcheva, Mingsong Ye, Yunxuan Yi

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

2 Scopus citations

Fingerprint

Dive into the research topics of 'Risk-averse sequential decision problems with time-consistent stochastic dominance constraints'. Together they form a unique fingerprint.

Mathematics

Economics, Econometrics and Finance