Risk-Averse Control of Undiscounted Transient Markov Models (Q5244645): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1979085877 / rank | |||
Normal rank | |||
Latest revision as of 10:29, 30 July 2024
scientific article; zbMATH DE number 6420760
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-Averse Control of Undiscounted Transient Markov Models |
scientific article; zbMATH DE number 6420760 |
Statements
Risk-Averse Control of Undiscounted Transient Markov Models (English)
0 references
27 March 2015
0 references
transient Markov models
0 references
stochastic optimal control
0 references
dynamic risk measures
0 references
Markov risk measures
0 references
dynamic programming equations
0 references
multikernels
0 references
stochastic shortest path
0 references
optimal stopping
0 references
randomized policy
0 references
