Conditional Risk Mappings
By Andrzej Ruszczynski, Alexander Shapiro. Mathematics of Operations Research, 2006
333 citations recorded by the source corpus.
Subfields: Economics and Econometrics, General Decision Sciences, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/52665b91e6233919e0c0b18fb92dff3047352f87
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Alexander Shapiro
- Andrzej Ruszczynski
- Darinka Dentcheva †
- Arkadi Nemirovski
- Guanghui Lan
- Melvyn Sim
- Gautam Mitra
- Diana Roman
In General Decision Sciences
In Management Science and Operations Research
- Alexander Shapiro
- Darinka Dentcheva †
- Andrzej Ruszczynski
- Arkadi Nemirovski
- Guanghui Lan
- Tito Homem-de-Mello
- Güzin Bayraksan
- Dimitris J. Bertsimas
Citations in the corpus
- Risk-averse dynamic programming for Markov decision processes (2010, background): “It may be worth mentioning that the particular structure (10) of a dynamic risk measure has been introduced in a constructive way in [47].”
- On Complexity of Stochastic Programming Problems (2005, methodology): “We may refer to [2, 18, 32, 35] for extensions of this approach to a multi-stage setting.”
- Lectures on Stochastic Programming: Modeling and Theory (2009, methodology): “Alexander Shapiro, Darinka Dentcheva, and Andrzej Ruszczyński i i “SPbook” — 2013/12/24 — 8:37 — page vi — #6 i i i i i i i i “SPbook” — 2013/12/24 — 8:37 — page vii — #7 i i i i i i Contents Preface iii”