Risk-averse dynamic programming for Markov decision processes (Q607497): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q163014 |
Changed an Item |
||
| Property / author | |||
| Property / author: Ruszczyński, Andrzej / rank | |||
Normal rank | |||
Revision as of 22:28, 9 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-averse dynamic programming for Markov decision processes |
scientific article |
Statements
Risk-averse dynamic programming for Markov decision processes (English)
0 references
22 November 2010
0 references
dynamic risk measures
0 references
Markov risk measures
0 references
value iteration
0 references
policy iteration
0 references
nonsmooth Newton's method
0 references
min-max Markov models
0 references
