Time-inconsistent multistage stochastic programs: Martingale bounds

Pflug, Georg Ch. and Pichler, Alois 2016. Time-inconsistent multistage stochastic programs: Martingale bounds. European Journal of Operational Research 249 (1) , pp. 155-163. 10.1016/j.ejor.2015.02.033

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Item Type:	Article
Date Type:	Published Online
Status:	Published
Schools:	Mathematics
Subjects:	Q Science > QA Mathematics
Publisher:	Elsevier
ISSN:	0377-2217
Date of Acceptance:	12 February 2015
Last Modified:	15 Nov 2016 05:51
URI:	https://orca.cardiff.ac.uk/id/eprint/91090

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