A Dual Method For Evaluation of Dynamic Risk in Diffusion Processes
ESAIM: COCV, 26 (2020) 96
Published online: 2020-12-01
Articles citing this article
The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Cited article:
This article has been cited by the following article(s):
Risk-Averse Optimal Control in Continuous Time by Nesting Risk Measures
Alois Pichler and Ruben SchlotterMathematics of Operations Research 48 (3) 1657 (2023)
https://doi.org/10.1287/moor.2022.1314
An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems
Zhengqi Lin and Andrzej RuszczyńskiSIAM Journal on Control and Optimization 61 (6) 3559 (2023)
https://doi.org/10.1137/22M1530665
Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning
Weinan E, Jiequn Han and Arnulf JentzenNonlinearity 35 (1) 278 (2022)
https://doi.org/10.1088/1361-6544/ac337f