Open AccessProcess-based risk measures and risk-averse control of observable and partially observable discrete-time systems
Author(s) -
Jingnan Fan
Publication year - 2018
Publication title -
cornell university
Language(s) - English
DOI - 10.7282/t3pc35kx
Subject(s) - observable , state space , markov process , mathematics , markov property , dynamic programming , conditional expectation , discrete time and continuous time , stochastic process , mathematical optimization , markov chain , sequence (biology) , measure (data warehouse) , computer science , markov model , econometrics , statistics , data mining , physics , quantum mechanics , biology , genetics