Login / Signup
VaR\ and CVaR Estimation in a Markov Cost Process: Lower and Upper Bounds.
Sanjay Bhat
Prashanth L. A.
Gugan Thoppe
Published in:
CoRR (2023)
Keyphrases
</>
lower and upper bounds
lower bound
upper bound
risk measures
special case
upper and lower bounds
expected cost