A gradient descent-ascent method for continuous-time risk-averse optimal control (Q6930759)
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scientific article; zbMATH DE number 8092488
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| English | A gradient descent-ascent method for continuous-time risk-averse optimal control |
scientific article; zbMATH DE number 8092488 |
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A gradient descent-ascent method for continuous-time risk-averse optimal control (English)
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12 September 2025
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gradient descent-ascent
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coherent risk measures
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stochastic optimal control
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non-linear control
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risk-averse control
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