Risk sensitive impulse control of non-Markovian processes
Ibtissam Hdhiri; Monia Karouf
| Year of publication: |
2011
|
|---|---|
| Authors: | Hdhiri, Ibtissam ; Karouf, Monia |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 74.2011, 1, p. 1-20
|
| Subject: | Risiko | Risk | Kontrolltheorie | Control theory | Risikoaversion | Risk aversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009270445