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A martingale approach and time-consistent sampling-based algorithms for risk management in stochastic optimal control.

Vu Anh HuynhLeonid KoganEmilio Frazzoli
Published in: CDC (2014)
Keyphrases
  • risk management
  • optimization methods
  • databases
  • relational databases
  • risk analysis
  • artificial intelligence
  • information technology
  • risk assessment