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Risk-averse control of continuous-time Markov chains - MaRDI portal

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Risk-averse control of continuous-time Markov chains (Q6567506)

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scientific article; zbMATH DE number 7876474
Language Label Description Also known as
English
Risk-averse control of continuous-time Markov chains
scientific article; zbMATH DE number 7876474

    Statements

    title
    Risk-averse control of continuous-time Markov chains (English)
    0 references
    author
    Darinka Dentcheva
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    Andrzej Ruszczyński
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    publication date
    5 July 2024
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    Identifiers

    Mathematics Subject Classification ID
    93E03
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    60J28
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    91B05
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    zbMATH DE Number
    7876474
    0 references
     
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