Markov risk mappings and risk-sensitive optimal prediction (Q2699029)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Markov risk mappings and risk-sensitive optimal prediction |
scientific article |
Statements
Markov risk mappings and risk-sensitive optimal prediction (English)
0 references
26 April 2023
0 references
Markov property
0 references
risk measures
0 references
optimal stopping
0 references
0 references
0 references
0 references