Coherent Risk-Adjusted Decisions over Time: a Bilevel Programming Approach (Renewal)
Abstract
The goal of this project is to advance techniques for solving multistage stochastic optimization problems formulated using non-time-consistent risk measures.
Document Details
- Document Type
- DoD Grant Award
- Publication Date
- Mar 23, 2016
- Source ID
- FA95501510251
Entities
People
- Jonathan Eckstein
Organizations
- Air Force Office of Scientific Research
- Rutgers University
- United States Air Force