From ed85827e85895ae7f3233d13a8bc4836db4fb56a Mon Sep 17 00:00:00 2001
From: Oscar Dowson <odow@users.noreply.github.com>
Date: Sat, 17 Dec 2022 12:36:25 +1300
Subject: [PATCH] Fix documentation of risk measures (#544)

---
 docs/src/guides/add_a_risk_measure.md | 4 +++-
 src/plugins/risk_measures.jl          | 8 +++++---
 2 files changed, 8 insertions(+), 4 deletions(-)

diff --git a/docs/src/guides/add_a_risk_measure.md b/docs/src/guides/add_a_risk_measure.md
index f492c4e49..98859b95a 100644
--- 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
index 6627d026d..bbabae561 100644
--- 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.
 """