A recursive algorithm for multivariate risk measures and a set-valued Bellman’s principle
Crossref DOI link: https://doi.org/10.1007/s10898-016-0459-8
Published Online: 2016-08-31
Published Print: 2017-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Feinstein, Zachary http://orcid.org/0000-0002-6733-5724
Rudloff, Birgit http://orcid.org/0000-0003-1675-5451
License valid from 2016-08-31