Ruben Schlotter

According to our database¹, Ruben Schlotter authored at least 3 papers between 2020 and 2023.

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2023

Risk-Averse Optimal Control in Continuous Time by Nesting Risk Measures.

[BibT_eX]

[DOI]

Math. Oper. Res., August, 2023

2020

Martingale characterizations of risk-averse stochastic optimization problems.

[BibT_eX]

[DOI]

Math. Program., 2020

Entropy based risk measures.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2020