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Convex Computation of Value-at-Risk Bounds for Stochastic Processes
IEEE Transactions on Automatic Control ( IF 6.2 ) Pub Date : 2024-12-18 , DOI: 10.1109/tac.2024.3519977 Jared Miller, Matteo Tacchi, Mario Sznaier, Ashkan Jasour
中文翻译:
随机过程的风险值边界的凸计算
更新日期:2024-12-18
IEEE Transactions on Automatic Control ( IF 6.2 ) Pub Date : 2024-12-18 , DOI: 10.1109/tac.2024.3519977 Jared Miller, Matteo Tacchi, Mario Sznaier, Ashkan Jasour
中文翻译:
随机过程的风险值边界的凸计算