Fix documentation of risk measures (#544)

odow · Dec 16, 2022 · ed85827 · ed85827 · odow · Dec 17, 2022
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diff --git a/docs/src/guides/add_a_risk_measure.md b/docs/src/guides/add_a_risk_measure.md
@@ -100,6 +100,7 @@ SDDP.Expectation
 ```
 
 ```@repl intermediate_risk
+using SDDP
 SDDP.adjust_probability(
     SDDP.Expectation(),
     risk_adjusted_probability,
@@ -146,7 +147,7 @@ SDDP.adjust_probability(
     cost_realizations,
     is_minimization
 )
-risk_adjusted_probabilitys
+risk_adjusted_probability
 ```
 
 ### Convex combination of risk measures
@@ -209,6 +210,7 @@ SDDP.Wasserstein
 ```
 
 ```@repl intermediate_risk
+import HiGHS
 SDDP.adjust_probability(
     SDDP.Wasserstein(HiGHS.Optimizer; alpha=0.5) do x, y
         return abs(x - y)

diff --git a/src/plugins/risk_measures.jl b/src/plugins/risk_measures.jl
@@ -569,9 +569,11 @@ end
 """
     Entropic(γ::Float64)
 
-The entropic risk measure as described by Dowson, Morton, and Pagnoncelli
-(2020). Multistage stochastic programs with the entropic risk measure.
-http://www.optimization-online.org/DB_HTML/2020/08/7984.html
+The entropic risk measure as described by:
+
+    Dowson, O., Morton, D.P. & Pagnoncelli, B.K. Incorporating convex risk
+    measures into multistage stochastic programming algorithms. Annals of
+    Operations Research (2022). [doi](https://doi.org/10.1007/s10479-022-04977-w).
 
 As γ increases, the measure becomes more risk-averse.
 """