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"VaR\ and CVaR Estimation in a Markov Cost Process: Lower and Upper Bounds."

Sanjay Bhat, Prashanth L. A., Gugan Thoppe (2023)

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DOI: 10.48550/ARXIV.2310.11389

access: open

type: Informal or Other Publication

metadata version: 2023-10-26

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  dblp key:
  - journals/corr/abs-2310-11389
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  - https://dblp.org/rec/journals/corr/abs-2310-11389
Sanjay Bhat, Prashanth L. A., Gugan Thoppe:
VaR\ and CVaR Estimation in a Markov Cost Process: Lower and Upper Bounds. CoRR abs/2310.11389 (2023)

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