Georg Ch. Pflug, Alois Pichler. Time-inconsistent multistage stochastic programs: Martingale bounds. European Journal of Operational Research, 249(1):155-163, 2016. [doi]
@article{PflugP16,
title = {Time-inconsistent multistage stochastic programs: Martingale bounds},
author = {Georg Ch. Pflug and Alois Pichler},
year = {2016},
doi = {10.1016/j.ejor.2015.02.033},
url = {http://dx.doi.org/10.1016/j.ejor.2015.02.033},
researchr = {https://researchr.org/publication/PflugP16},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {249},
number = {1},
pages = {155-163},
}