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