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：
Compilation and indexing terms; Copyright 2024 Elsevier Inc;
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
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