Expectiles In Risk Averse Stochastic Programming and Dynamic Optimization

被引：0

作者：

Lakshmanan, Rajmadan ^{[1
]}

Pichler, Alois ^{[1
]}

机构：

[1] University of Technology, Chemnitz, Faculty of Mathematics, Chemnitz,90126, Germany

来源：

arXiv | 2023年

关键词：

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Continuous time systems - Dynamic programming - Risk analysis - Stability - Stochastic programming - Stochastic systems

引用

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