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"Risk filtering and risk-averse control of Markovian systems subject to ..."

Tomasz R. Bielecki, Igor Cialenco, Andrzej Ruszczynski (2023)

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DOI: 10.1007/S00186-023-00834-Z

access: closed

type: Journal Article

metadata version: 2023-11-12

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Tomasz R. Bielecki, Igor Cialenco, Andrzej Ruszczynski:
Risk filtering and risk-averse control of Markovian systems subject to model uncertainty. Math. Methods Oper. Res. 98(2): 231-268 (2023)

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