Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Minimax and risk averse multistage stochastic programming

16 references·6 citing·30 second hop

FromToDepth

this work references cited by second hop

References

1952PORTFOLIO SELECTION*13,480 cited
1999Coherent Measures of Risk8,849 cited
2000Foundations of Inventory Management1,856 cited
2009Lectures on Stochastic Programming: Modeling and Theory1,623 cited
2004Adjustable robust solutions of uncertain linear programs1,428 cited
2002Stochastic Finance: An Introduction in Discrete Time1,190 cited
2004Adjustable robust solutions of uncertain linear programs833 cited
2004Stochastic Finance701 cited
2005Robust Control of Markov Decision Processes with Uncertain Transition Matrices700 cited
2005Robust Dynamic Programming579 cited
2005A Min-Max Solution of an Inventory Problem552 cited
2006Optimization of Convex Risk Functions474 cited
2004Dynamic coherent risk measures400 cited
2007Modeling, Measuring and Managing Risk326 cited
2006Conditional Risk Mappings251 cited
2009On a time consistency concept in risk averse multistage stochastic programming157 cited

Cited by

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2013Worst-Case-Expectation Approach to Optimization Under Uncertainty46 cited

2016Rectangular Sets of Probability Measures42 cited

2021Risk, Risk Aversion, and Agricultural Technology Adoption ─ A Novel Valuation Method Based on Real Options and Inverse Stochastic Dominance38 cited

2020Time (in)consistency of multistage distributionally robust inventory models with moment constraints35 cited

2014Robust optimisation for risk-averse multi-period inventory decision with partial demand distribution information30 cited

2022Distributionally Robust Inventory Control When Demand Is a Martingale18 cited