Dynamic consistency for stochastic optimal control problems (Q1931661)

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Dynamic consistency for stochastic optimal control problems
scientific article

    Statements

    title
    Dynamic consistency for stochastic optimal control problems (English)
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    author
    Pierre Carpentier
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    Guy Cohen
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    Michel De Lara
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    Pierre Girardeau
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    publication date
    15 January 2013
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    zbMATH Keywords
    dynamic consistency
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    risk measures
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    Identifiers

    zbMATH DE Number
    6125697
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    OpenAlex ID
    W2049733326
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    arXiv ID
    1005.3605
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