The following pages link to Kerem Uğurlu (Q515746):
Displaying 12 items.
- Controlled Markov decision processes with AVaR criteria for unbounded costs (Q515747) (← links)
- Robust optimal control using conditional risk mappings in infinite horizon (Q724507) (← links)
- Continuity of cost functional and optimal feedback controls for the stochastic Navier Stokes equation in 2D (Q728524) (← links)
- On the Galerkin approximation and strong norm bounds for the stochastic Navier-Stokes equations with multiplicative noise. (Q1693270) (← links)
- (Q1755842) (redirect page) (← links)
- Decomposability and time consistency of risk averse multistage programs (Q1755843) (← links)
- Dynamic optimal contract under parameter uncertainty with risk-averse agent and principal (Q4634215) (← links)
- Refinements of Kusuoka representations on <i>L</i><sup>∞</sup> (Q5044104) (← links)
- Robust utility maximization of terminal wealth with drift and volatility uncertainty (Q5860818) (← links)
- A new coherent multivariate average-value-at-risk (Q5880387) (← links)
- Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis (Q6090368) (← links)
- On the Coherent Risk Measure Representations in the Discrete Probability Spaces (Q6256492) (← links)