"Risk-averse stochastic optimal control: An efficiently computable ..."

Vincent Guigues, Alexander Shapiro, Yi Cheng (2023)

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DOI: 10.1016/J.ORL.2023.05.002

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type: Journal Article

metadata version: 2023-08-18

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Vincent Guigues, Alexander Shapiro, Yi Cheng:
Risk-averse stochastic optimal control: An efficiently computable statistical upper bound. Oper. Res. Lett. 51(4): 393-400 (2023)

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