Discrete-time risk-aware optimal switching with non-adapted costs (Q5084797)
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scientific article; zbMATH DE number 7549544
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-time risk-aware optimal switching with non-adapted costs |
scientific article; zbMATH DE number 7549544 |
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Discrete-time risk-aware optimal switching with non-adapted costs (English)
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28 June 2022
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infinite horizon
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optimal switching
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risk measures
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reflected backward stochastic difference equations
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hydropower planning
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