Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks

Roberto Cominetti, Alfredo Torrico. Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks. Math. Oper. Res., 41(4):1510-1521, 2016. [doi]

@article{CominettiT16,
  title = {Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks},
  author = {Roberto Cominetti and Alfredo Torrico},
  year = {2016},
  doi = {10.1287/moor.2016.0787},
  url = {http://dx.doi.org/10.1287/moor.2016.0787},
  researchr = {https://researchr.org/publication/CominettiT16},
  cites = {0},
  citedby = {0},
  journal = {Math. Oper. Res.},
  volume = {41},
  number = {4},
  pages = {1510-1521},
}