Process-based risk measures and risk-averse control of discrete-time systems
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Publication:2118073
DOI10.1007/s10107-018-1349-2zbMath1489.90077arXiv1411.2675OpenAlexW3121615167WikidataQ128910480 ScholiaQ128910480MaRDI QIDQ2118073
Jingnan Fan, Ruszczyński, Andrzej
Publication date: 22 March 2022
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1411.2675
Stochastic programming (90C15) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)
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