Operational Risk Management: A Stochastic Control Framework with Preventive and Corrective Controls

Yuqian Xu, Lingjiong Zhu, Michael L. Pinedo. Operational Risk Management: A Stochastic Control Framework with Preventive and Corrective Controls. Operations Research, 68(6):1804-1825, 2020. [doi]

@article{XuZP20,
  title = {Operational Risk Management: A Stochastic Control Framework with Preventive and Corrective Controls},
  author = {Yuqian Xu and Lingjiong Zhu and Michael L. Pinedo},
  year = {2020},
  doi = {10.1287/opre.2019.1960},
  url = {https://doi.org/10.1287/opre.2019.1960},
  researchr = {https://researchr.org/publication/XuZP20},
  cites = {0},
  citedby = {0},
  journal = {Operations Research},
  volume = {68},
  number = {6},
  pages = {1804-1825},
}