Computational Methods for Risk-Averse Undiscounted Transient Markov Models (Q2875608): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:53, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational Methods for Risk-Averse Undiscounted Transient Markov Models |
scientific article |
Statements
Computational Methods for Risk-Averse Undiscounted Transient Markov Models (English)
0 references
11 August 2014
0 references
dynamic programming
0 references
risk measures
0 references
transient Markov models
0 references
value iteration
0 references
policy iteration
0 references
