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

@@ Property / OpenAlex ID @@
+W3216631305
@@ Property / OpenAlex ID: W3216631305 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.13103
@@ Property / arXiv ID: 2007.13103 / rank @@
+Normal rank
@@ Property / cites work @@
+Entropic value-at-risk: a new coherent risk measure
+Normal rank
@@ Property / cites work @@
+Q5386174
@@ Property / cites work: Q5386174 / rank @@
+Normal rank
@@ Property / cites work @@
+Convexity and Optimization in Banach Spaces
@@ Property / cites work: Convexity and Optimization in Banach Spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal dividend payout model with risk sensitive preferences
+Normal rank
@@ Property / cites work @@
+Stochastic optimal growth model with risk sensitive preferences
+Normal rank
@@ Property / cites work @@
+Markov decision processes with average-value-at-risk criteria
+Normal rank
@@ Property / cites work @@
+Markov decision processes with applications to finance.
+Normal rank
@@ Property / cites work @@
+Markov decision processes under ambiguity
@@ Property / cites work: Markov decision processes under ambiguity / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive Robust Control under Model Uncertainty
@@ Property / cites work: Adaptive Robust Control under Model Uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+Families of alpha-, beta- and gamma-divergences: flexible and robust measures of similarities
+Normal rank
@@ Property / cites work @@
+Risk, Ambiguity, and the Savage Axioms
@@ Property / cites work: Risk, Ambiguity, and the Savage Axioms / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive multiple-priors.
@@ Property / cites work: Recursive multiple-priors. / rank @@
+Normal rank
@@ Property / cites work @@
+Rényi divergence measures for commonly used univariate continuous distributions
+Normal rank
@@ Property / cites work @@
+Maxmin expected utility with non-unique prior
@@ Property / cites work: Maxmin expected utility with non-unique prior / rank @@
+Normal rank
@@ Property / cites work @@
+Minimax Control of Discrete-Time Stochastic Systems
+Normal rank
@@ Property / cites work @@
+Adaptive Markov control processes
@@ Property / cites work: Adaptive Markov control processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4255598
@@ Property / cites work: Q4255598 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Dynamic Programming
@@ Property / cites work: Robust Dynamic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic games with unbounded payoffs: applications to robust control in economics
+Normal rank
@@ Property / cites work @@
+Robust Markov control processes
@@ Property / cites work: Robust Markov control processes / rank @@
+Normal rank
@@ Property / cites work @@
+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
+Normal rank
@@ Property / cites work @@
+Q2784318
@@ Property / cites work: Q2784318 / rank @@
+Normal rank
@@ Property / cites work @@
+How Does the Value Function of a Markov Decision Process Depend on the Transition Probabilities?
+Normal rank
@@ Property / cites work @@
+Robust Control of Markov Decision Processes with Uncertain Transition Matrices
+Normal rank
@@ Property / cites work @@
+Premiums and reserves, adjusted by distortions
@@ Property / cites work: Premiums and reserves, adjusted by distortions / rank @@
+Normal rank
@@ Property / cites work @@
+Entropy based risk measures
@@ Property / cites work: Entropy based risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Measurable selection theorems for optimization problems
+Normal rank
@@ Property / cites work @@
+On the distributional transform, Sklar's theorem, and the empirical copula process
+Normal rank
@@ Property / cites work @@
+Mathematical Risk Analysis
@@ Property / cites work: Mathematical Risk Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-averse dynamic programming for Markov decision processes
+Normal rank
@@ Property / cites work @@
+Risk-Sensitive Markov Control Processes
@@ Property / cites work: Risk-Sensitive Markov Control Processes / rank @@
+Normal rank
@@ Property / cites work @@
+On general minimax theorems
@@ Property / cites work: On general minimax theorems / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Markov Decision Processes
@@ Property / cites work: Robust Markov Decision Processes / rank @@
+Normal rank