Discrete-time risk-aware optimal switching with non-adapted costs (Q5084797): Difference between revisions

@@ Property / DOI @@
-.1017/apr.2021.44
@@ Property / DOI: 10.1017/apr.2021.44 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2979964913
@@ Property / OpenAlex ID: W2979964913 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.04047
@@ Property / arXiv ID: 1910.04047 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic optimal growth model with risk sensitive preferences
+Normal rank
@@ Property / cites work @@
+Valuation of energy storage: an optimal switching approach
+Normal rank
@@ Property / cites work @@
+Dynamic monetary risk measures for bounded discrete-time processes
+Normal rank
@@ Property / cites work @@
+COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Difference Equations and Nearly Time-Consistent Nonlinear Expectations
+Normal rank
@@ Property / cites work @@
+Conditional and dynamic convex risk measures
@@ Property / cites work: Conditional and dynamic convex risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time.
+Normal rank
@@ Property / cites work @@
+Q4998920
@@ Property / cites work: Q4998920 / rank @@
+Normal rank
@@ Property / cites work @@
+Representations for Optimal Stopping under Dynamic Monetary Utility Functionals
+Normal rank
@@ Property / cites work @@
+Multistage Stochastic Optimization
@@ Property / cites work: Multistage Stochastic Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale characterizations of risk-averse stochastic optimization problems
+Normal rank
@@ Property / cites work @@
+On optimal policies and martingales in dynamic programming
+Normal rank
@@ Property / cites work @@
+Risk-averse dynamic programming for Markov decision processes
+Normal rank
@@ Property / cites work @@
+Conditional Risk Mappings
@@ Property / cites work: Conditional Risk Mappings / rank @@
+Normal rank
@@ Property / cites work @@
+Q2925334
@@ Property / cites work: Q2925334 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-Sensitive Markov Control Processes
@@ Property / cites work: Risk-Sensitive Markov Control Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Robust optimal control using conditional risk mappings in infinite horizon
+Normal rank
@@ Property / DOI @@
+.1017/APR.2021.44
@@ Property / DOI: 10.1017/APR.2021.44 / rank @@
+Normal rank