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Recursive expected conditional value at risk in the fleet renewal problem with alternative fuel vehicles
16 references·0 citing·35 second hop
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References

  • 1999Coherent Measures of Risk8,849 cited
  • 2000Optimization of conditional value-at-risk6,722 cited
  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 1983Simulation modelling and analysis751 cited
  • 2001Generating Scenario Trees for Multistage Decision Problems674 cited
  • 2010Analysis of stochastic dual dynamic programming method452 cited
  • 2005Conditional and dynamic convex risk measures356 cited
  • 2006Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes340 cited
  • 1983Model validation in operations research260 cited
  • 2009On a time consistency concept in risk averse multistage stochastic programming157 cited
  • 2006Time Consistent Dynamic Risk Measures126 cited
  • 2013Time consistency and risk averse dynamic decision models: Definition, interpretation and practical consequences86 cited
  • 2007Stability analysis of portfolio management with conditional value-at-risk80 cited
  • 2013Dynamic Capacity Investment with Two Competing Technologies77 cited
  • 1984A Dynamic Infinite Horizon Replacement Economy Decision Model73 cited
  • 1993

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In search of a valid view of model validation for operations research
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