"A gradient descent-ascent method for continuous-time risk-averse optimal ..."

Gabriel Velho, Jean Auriol, Riccardo Bonalli (2025)

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DOI: 10.1016/J.SYSCONLE.2025.106186

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type: Journal Article

metadata version: 2025-08-29

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Gabriel Velho, Jean Auriol, Riccardo Bonalli:
A gradient descent-ascent method for continuous-time risk-averse optimal control. Syst. Control. Lett. 204: 106186 (2025)

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