Markov decision processes with average-value-at-risk criteria (Q1935914): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2027106436 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent multiperiod risk adjusted values and Bellman's principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic mean-risk optimization in a binomial model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov decision processes with applications to finance. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic risk measures: Time consistency and risk measures from BMO martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: A theory of Markovian time-inconsistent stochastic control in discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time consistent dynamic risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Target Hitting Time and the Problem of Early Retirement / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite-horizon dynamic optimisation when the terminal reward is a concave functional of the distribution of the final state / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-Sensitive Markov Decision Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov decision processes with a new optimality criterion: Discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a time consistency concept in risk averse multistage stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean, variance and probabilistic criteria in finite Markov decision processes: A review / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimizing risk models in Markov decision processes with policies depending on target values / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 04:39, 6 July 2024

scientific article
Language Label Description Also known as
English
Markov decision processes with average-value-at-risk criteria
scientific article

    Statements

    Markov decision processes with average-value-at-risk criteria (English)
    0 references
    0 references
    0 references
    20 February 2013
    0 references
    Markov Decision problem
    0 references
    average-value-at-risk
    0 references
    time-consistency
    0 references
    risk aversion
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references