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"Risk-Averse Optimal Control in Continuous Time by Nesting Risk Measures."

Alois Pichler, Ruben Schlotter (2023)

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DOI: 10.1287/MOOR.2022.1314

access: closed

type: Journal Article

metadata version: 2023-08-18

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Alois Pichler, Ruben Schlotter:
Risk-Averse Optimal Control in Continuous Time by Nesting Risk Measures. Math. Oper. Res. 48(3): 1657-1678 (2023)

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