Risk-averse dynamic programming for Markov decision processes (Q607497): Difference between revisions

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Property / DOI: 10.1007/s10107-010-0393-3 / rank
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Latest revision as of 22:26, 9 December 2024

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Risk-averse dynamic programming for Markov decision processes
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    Risk-averse dynamic programming for Markov decision processes (English)
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    22 November 2010
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    dynamic risk measures
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    Markov risk measures
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    value iteration
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    policy iteration
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    nonsmooth Newton's method
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    min-max Markov models
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