Discrete-time risk-aware optimal switching with non-adapted costs (Q5084797)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Discrete-time risk-aware optimal switching with non-adapted costs |
scientific article; zbMATH DE number 7549544
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Discrete-time risk-aware optimal switching with non-adapted costs |
scientific article; zbMATH DE number 7549544 |
Statements
Discrete-time risk-aware optimal switching with non-adapted costs (English)
0 references
28 June 2022
0 references
infinite horizon
0 references
optimal switching
0 references
risk measures
0 references
reflected backward stochastic difference equations
0 references
hydropower planning
0 references
0 references
0.791816234588623
0 references
0.7794509530067444
0 references
0.7740283012390137
0 references
0.7635810971260071
0 references
0.7599939107894897
0 references
