Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures (Q5868933): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W3216631305 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 2007.13103 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Entropic value-at-risk: a new coherent risk measure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5386174 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convexity and Optimization in Banach Spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal dividend payout model with risk sensitive preferences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic optimal growth model with risk sensitive preferences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov decision processes with average-value-at-risk criteria / 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: Markov decision processes under ambiguity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive Robust Control under Model Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Families of alpha-, beta- and gamma-divergences: flexible and robust measures of similarities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk, Ambiguity, and the Savage Axioms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recursive multiple-priors. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rényi divergence measures for commonly used univariate continuous distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maxmin expected utility with non-unique prior / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimax Control of Discrete-Time Stochastic Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive Markov control processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255598 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Dynamic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic games with unbounded payoffs: applications to robust control in economics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Markov control processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ambiguity Aversion, Robustness, and the Variational Representation of Preferences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2784318 / rank
 
Normal rank
Property / cites work
 
Property / cites work: How Does the Value Function of a Markov Decision Process Depend on the Transition Probabilities? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Control of Markov Decision Processes with Uncertain Transition Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Premiums and reserves, adjusted by distortions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Entropy based risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measurable selection theorems for optimization problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distributional transform, Sklar's theorem, and the empirical copula process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mathematical Risk Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-averse dynamic programming for Markov decision processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-Sensitive Markov Control Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On general minimax theorems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Markov Decision Processes / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 04:57, 30 July 2024

scientific article; zbMATH DE number 7592357
Language Label Description Also known as
English
Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures
scientific article; zbMATH DE number 7592357

    Statements

    Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures (English)
    0 references
    0 references
    0 references
    26 September 2022
    0 references
    robust Markov decision process
    0 references
    dynamic games
    0 references
    minimax theorem
    0 references
    risk measures
    0 references
    0 references
    0 references
    0 references

    Identifiers

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