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Title: Optimal Control of Conditional Value-at-Risk in Continuous Time
Award ID(s):
1657100
PAR ID:
10053742
Author(s) / Creator(s):
;
Date Published:
Journal Name:
SIAM Journal on Control and Optimization
Volume:
55
Issue:
2
ISSN:
0363-0129
Page Range / eLocation ID:
856 to 884
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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