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"Optimal Control of Conditional Value-at-Risk in Continuous Time."

Christopher W. Miller, Insoon Yang (2017)

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DOI: 10.1137/16M1058492

access: closed

type: Journal Article

metadata version: 2020-07-09

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Christopher W. Miller, Insoon Yang:
Optimal Control of Conditional Value-at-Risk in Continuous Time. SIAM J. Control. Optim. 55(2): 856-884 (2017)

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