Computational Methods for Risk-Averse Undiscounted Transient Markov Models (Q2875608): Difference between revisions

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Latest revision as of 20:50, 8 July 2024

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Computational Methods for Risk-Averse Undiscounted Transient Markov Models
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    Computational Methods for Risk-Averse Undiscounted Transient Markov Models (English)
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    11 August 2014
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    dynamic programming
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    risk measures
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    transient Markov models
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    value iteration
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    policy iteration
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