Risk-averse control of continuous-time Markov chains
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Publication:6567506
DOI10.1137/1.9781611975024.11zbMATH Open1545.9359MaRDI QIDQ6567506
Andrzej Ruszczyński, Darinka Dentcheva
Publication date: 5 July 2024
Stochastic systems in control theory (general) (93E03) Applications of continuous-time Markov processes on discrete state spaces (60J28) Risk models (general) (91B05)
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