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

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Latest revision as of 11:21, 29 July 2024

scientific article; zbMATH DE number 7549544
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English
Discrete-time risk-aware optimal switching with non-adapted costs
scientific article; zbMATH DE number 7549544

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    Discrete-time risk-aware optimal switching with non-adapted costs (English)
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    28 June 2022
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    infinite horizon
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    optimal switching
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    risk measures
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    reflected backward stochastic difference equations
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    hydropower planning
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