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

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

> Home

Details and statistics

DOI: 10.1007/S00186-023-00834-Z

access: closed

type: Journal Article

metadata version: 2023-11-12

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mmor/BieleckiCR23
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mmor/BieleckiCR23
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)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.