Markov chains under nonlinear expectation
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DOI: 10.1111/mafi.12289
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References listed on IDEAS
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Cited by:
- Tomasz Kosmala & Randall Martyr & John Moriarty, 2023. "Markov risk mappings and risk-sensitive optimal prediction," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 97(1), pages 91-116, February.
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