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

Christopher W. Miller, Insoon Yang (2015)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/MillerY15
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  persistent URL:
  - https://dblp.org/rec/journals/corr/MillerY15
Christopher W. Miller, Insoon Yang:
Optimal Control of Conditional Value-at-Risk in Continuous Time. CoRR abs/1512.05015 (2015)

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