Optimal control of conditional value-at-risk in continuous time
| Title | Optimal control of conditional value-at-risk in continuous time |
| Publication Type | Journal Article |
| Year of Publication | 2017 |
| Authors | Miller, C. W., Yang, I. |
| Journal | SIAM Journal on Control and Optimization |
| Volume | 55 |
| Pagination | 856–884 |
| Keywords | 1657100 |
| Citation Key | Miller2017sicon |