Deniz Eskandani

We don’t have enough information about this author to calculate their statistics. If you think this is an error let us know.
Learn More
Coherent risk measures have become a popular tool for incorporating risk aversion into stochastic optimization models. For dynamic models in which uncertainty is resolved at more than one stage, however, using coherent risk measures within a standard single-level optimization framework becomes problematic. To avoid severe time-consistency difficulties, the(More)
  • 1