Risk-averse stochastic optimal control: an efficiently computable statistical upper bound (Q6047690)
From MaRDI portal
scientific article; zbMATH DE number 7736824
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-averse stochastic optimal control: an efficiently computable statistical upper bound |
scientific article; zbMATH DE number 7736824 |
Statements
Risk-averse stochastic optimal control: an efficiently computable statistical upper bound (English)
0 references
12 September 2023
0 references
stochastic programming
0 references
stochastic optimal control
0 references
SDDP
0 references
dynamic programming
0 references
risk measures
0 references
statistical upper bounds
0 references
