Risk-averse stochastic optimal control: an efficiently computable statistical upper bound (Q6047690): Difference between revisions

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Latest revision as of 21:26, 2 August 2024

scientific article; zbMATH DE number 7736824
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English
Risk-averse stochastic optimal control: an efficiently computable statistical upper bound
scientific article; zbMATH DE number 7736824

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    Risk-averse stochastic optimal control: an efficiently computable statistical upper bound (English)
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    12 September 2023
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    stochastic programming
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    stochastic optimal control
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    SDDP
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    dynamic programming
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    risk measures
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    statistical upper bounds
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