Choquet Regularization for Continuous-Time Reinforcement Learning (Q6073554): Difference between revisions

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+Are law-invariant risk functions concave on distributions?
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+Coherent Measures of Risk
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+Parametric measures of variability induced by risk measures
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+Linear-quadratic approximation of optimal policy problems
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+Nonmonotonic Choquet integrals
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+Non-additive measure and integral
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