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Property / author: Ruszczyński, Andrzej / rank
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Latest revision as of 07:30, 17 July 2024

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Risk measurement and risk-averse control of partially observable discrete-time Markov systems
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    Risk measurement and risk-averse control of partially observable discrete-time Markov systems (English)
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    7 November 2018
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    partially observable Markov processes
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    dynamic risk measures
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    time consistency
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    dynamic programming
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