A risk minimization problem for finite horizon semi-Markov decision processes with loss rates (Q1714480): Difference between revisions

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-.3934/jdg.2018009
@@ Property / DOI: 10.3934/jdg.2018009 / rank @@
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-XiaoLong Zou
@@ Property / author: XiaoLong Zou / rank @@
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+XiaoLong Zou
@@ Property / author: XiaoLong Zou / rank @@
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+W2786720278
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@@ Property / cites work @@
+Markov decision processes with applications to finance.
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+.3934/JDG.2018009
@@ Property / DOI: 10.3934/JDG.2018009 / rank @@
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