Alexander Shapiro, Kerem Ugurlu. Decomposability and time consistency of risk averse multistage programs. Oper. Res. Lett., 44(5):663-665, 2016. [doi]
@article{ShapiroU16,
title = {Decomposability and time consistency of risk averse multistage programs},
author = {Alexander Shapiro and Kerem Ugurlu},
year = {2016},
doi = {10.1016/j.orl.2016.07.015},
url = {http://dx.doi.org/10.1016/j.orl.2016.07.015},
researchr = {https://researchr.org/publication/ShapiroU16},
cites = {0},
citedby = {0},
journal = {Oper. Res. Lett.},
volume = {44},
number = {5},
pages = {663-665},
}