Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk
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Publication:5043475
DOI10.1080/10920277.2021.1966805zbMath1500.91113arXiv2108.04464OpenAlexW3199050822MaRDI QIDQ5043475
Yichun Chi, Zuo Quan Xu, Sheng Chao Zhuang
Publication date: 6 October 2022
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.04464
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