Markov decision processes with average-value-at-risk criteria (Q1935914): Difference between revisions
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scientific article
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English | Markov decision processes with average-value-at-risk criteria |
scientific article |
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Markov decision processes with average-value-at-risk criteria (English)
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20 February 2013
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Markov Decision problem
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average-value-at-risk
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time-consistency
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risk aversion
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