Epi-Regularization of Risk Measures

Drew P. Kouri, Thomas M. Surowiec. Epi-Regularization of Risk Measures. Math. Oper. Res., 45(2):774-795, 2020. [doi]

@article{KouriS20,
  title = {Epi-Regularization of Risk Measures},
  author = {Drew P. Kouri and Thomas M. Surowiec},
  year = {2020},
  doi = {10.1287/moor.2019.1013},
  url = {https://doi.org/10.1287/moor.2019.1013},
  researchr = {https://researchr.org/publication/KouriS20},
  cites = {0},
  citedby = {0},
  journal = {Math. Oper. Res.},
  volume = {45},
  number = {2},
  pages = {774-795},
}