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"Risk filtering and risk-averse control of Markovian systems subject to ..."
Tomasz R. Bielecki, Igor Cialenco, Andrzej Ruszczynski (2023)
- 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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