Optimal Control of Conditional Value-at-Risk in Continuous Time

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Publication:5347544

DOI10.1137/16M1058492zbMath1366.49031arXiv1512.05015MaRDI QIDQ5347544

Insoon Yang, Christopher W. Miller

Publication date: 24 May 2017

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.05015



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