Risk-averse dynamic programming for Markov decision processes (Q607497): Difference between revisions
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Revision as of 04:46, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-averse dynamic programming for Markov decision processes |
scientific article |
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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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