P. Artzner, F. Delbaen, J. Eber, D. Heath, and H. Ku, Coherent multiperiod risk adjusted values and Bellman???s principle, Annals of Operations Research, vol.10, issue.1, pp.5-22, 2007.
DOI : 10.1515/9783110212075

URL : http://www.math.ethz.ch/~delbaen/ftp/preprints/adehk-or.pdf

P. Cheridito, F. Delbaen, and M. Kupper, Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes, Electronic Journal of Probability, vol.11, issue.0, pp.57-106, 2006.
DOI : 10.1214/EJP.v11-302

URL : http://www.math.cmu.edu/~ccf/docs/seminar_5s/dmrm16.pdf

D. Lara and V. Lecì-ere, Building up time-consistency for risk measures and dynamic optimization, European Journal of Operational Research, vol.249, issue.1, pp.177-187, 2016.
DOI : 10.1016/j.ejor.2015.03.046

URL : https://hal.archives-ouvertes.fr/hal-01208297

K. Detlefsen and G. Scandolo, Conditional and dynamic convex risk measures, Finance and Stochastics, vol.9, issue.4, pp.539-561, 2005.
DOI : 10.1007/s00780-005-0159-6

URL : http://www.econstor.eu/bitstream/10419/25025/1/495986321.PDF

S. Dreyfus, Richard Bellman on the Birth of Dynamic Programming, Operations Research, vol.50, issue.1, pp.48-51, 2002.
DOI : 10.1287/opre.50.1.48.17791

L. G. Epstein and M. Schneider, Recursive multiple-priors, Journal of Economic Theory, vol.113, issue.1, pp.1-31, 2003.
DOI : 10.1016/S0022-0531(03)00097-8

URL : http://static.luiss.it/hey/ambiguity/papers/Epstein_Schneider_2003.pdf

P. J. Hammond, Changing Tastes and Coherent Dynamic Choice, The Review of Economic Studies, vol.43, issue.1, pp.159-173, 1976.
DOI : 10.2307/2296609

D. Kreps and E. Porteus, Temporal Resolution of Uncertainty and Dynamic Choice Theory, Econometrica, vol.46, issue.1, pp.185-200, 1978.
DOI : 10.2307/1913656

URL : http://www.dklevine.com/archive/refs4625018000000000009.pdf

D. M. Kreps and E. L. Porteus, Temporal von neumann-morgenstern and induced preferences, Journal of Economic Theory, vol.20, issue.1, pp.81-109, 1979.
DOI : 10.1016/0022-0531(79)90063-2

B. Peleg and M. E. Yaari, On the Existence of a Consistent Course of Action when Tastes are Changing, The Review of Economic Studies, vol.40, issue.3, pp.391-401, 1973.
DOI : 10.2307/2296458

G. C. Pflug and A. Pichler, Multistage stochastic optimization, 2014.
DOI : 10.1007/978-3-319-08843-3

F. Riedel, Dynamic coherent risk measures, Stochastic Processes and their Applications, pp.185-200, 2004.
DOI : 10.1016/j.spa.2004.03.004

URL : https://doi.org/10.1016/j.spa.2004.03.004

R. T. Rockafellar and S. Uryasev, Optimization of conditional value-at-risk, The Journal of Risk, vol.2, issue.3, pp.21-41, 2000.
DOI : 10.21314/JOR.2000.038

URL : http://www.smartquant.com/references/var/var20.pdf

A. Ruszczy´nskiruszczy´nski, Risk-averse dynamic programming for Markov decision processes, Mathematical Programming, pp.235-261, 2010.

A. Ruszczynski and A. Shapiro, Conditional risk mappings Mathematics of operations research, pp.544-561, 2006.

A. Shapiro, On a time consistency concept in risk averse multistage stochastic programming, Operations Research Letters, vol.37, issue.3, pp.143-147, 2009.
DOI : 10.1016/j.orl.2009.02.005

A. Shapiro, Rectangular Sets of Probability Measures, Operations Research, vol.64, issue.2, pp.528-541, 2016.
DOI : 10.1287/opre.2015.1466

R. H. Strotz, Myopia and Inconsistency in Dynamic Utility Maximization, The Review of Economic Studies, vol.23, issue.3, pp.165-180
DOI : 10.2307/2295722