Discrete-time risk-aware optimal switching with non-adapted costs (2022)

First Author: Martyr R
Attributed to:  Markov chain optimisation for energy systems (Ext.) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1017/apr.2021.44

Publication URI: http://dx.doi.org/10.1017/apr.2021.44

Type: Journal Article/Review

Parent Publication: Advances in Applied Probability

Issue: 2