"Process-based risk measures and risk-averse control of discrete-time systems."

Jingnan Fan, Andrzej Ruszczynski (2022)

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DOI: 10.1007/S10107-018-1349-2

access: closed

type: Journal Article

metadata version: 2025-01-19

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Jingnan Fan, Andrzej Ruszczynski:
Process-based risk measures and risk-averse control of discrete-time systems. Math. Program. 191(1): 113-140 (2022)

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