Time-inconsistent multistage stochastic programs: Martingale bounds

Georg Ch. Pflug, Alois Pichler. Time-inconsistent multistage stochastic programs: Martingale bounds. European Journal of Operational Research, 249(1):155-163, 2016. [doi]

Authors

Georg Ch. Pflug

This author has not been identified. Look up 'Georg Ch. Pflug' in Google

Alois Pichler

This author has not been identified. Look up 'Alois Pichler' in Google