Pages that link to "Item:Q607497"
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The following pages link to Risk-averse dynamic programming for Markov decision processes (Q607497):
Displaying 50 items.
- Resource planning strategies for healthcare systems during a pandemic (Q2171558) (← links)
- Risk forms: representation, disintegration, and application to partially observable two-stage systems (Q2189442) (← links)
- Martingale characterizations of risk-averse stochastic optimization problems (Q2189445) (← links)
- Minimizing spectral risk measures applied to Markov decision processes (Q2238755) (← links)
- Markov decision processes with recursive risk measures (Q2242350) (← links)
- On tight bounds for function approximation error in risk-sensitive reinforcement learning (Q2243003) (← links)
- Erratum to ``Risk-averse dynamic programming for Markov decision processes'' (Q2248766) (← links)
- Nested conditional value-at-risk portfolio selection: a model with temporal dependence driven by market-index volatility (Q2273929) (← links)
- A dynamic programming approach to adjustable robust optimization (Q2275569) (← links)
- A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania (Q2288850) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Mean-semivariance optimality for continuous-time Markov decision processes (Q2328123) (← links)
- An active-set strategy to solve Markov decision processes with good-deal risk measure (Q2329646) (← links)
- Equilibrium routing under uncertainty (Q2349119) (← links)
- On variance reduction of mean-CVaR Monte Carlo estimators (Q2355198) (← links)
- A quantitative comparison of risk measures (Q2400017) (← links)
- Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
- Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences (Q2514776) (← links)
- Time consistent policy of multi-period mean-variance (Q2515277) (← links)
- Structure of risk-averse multistage stochastic programs (Q2516634) (← links)
- A generalization of Bellman's equation with application to path planning, obstacle avoidance and invariant set estimation (Q2664240) (← links)
- Risk-sensitive control of Markov decision processes: a moment-based approach with target distributions (Q2664336) (← links)
- Dynamic programming with value convexity (Q2665320) (← links)
- Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts (Q2666663) (← links)
- Markov risk mappings and risk-sensitive optimal prediction (Q2699029) (← links)
- An axiomatic approach to Markov decision processes (Q2699030) (← links)
- Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals (Q2806826) (← links)
- Multilevel Optimization Modeling for Risk-Averse Stochastic Programming (Q2806871) (← links)
- Robust Control of Partially Observable Failing Systems (Q2830770) (← links)
- Robust MDPs with <i>k</i>-Rectangular Uncertainty (Q2833114) (← links)
- Computational Methods for Risk-Averse Undiscounted Transient Markov Models (Q2875608) (← links)
- Markov Decision Problems Where Means Bound Variances (Q2931706) (← links)
- Markov decision processes with iterated coherent risk measures (Q2938604) (← links)
- Tight Approximations of Dynamic Risk Measures (Q3449453) (← links)
- Models for Optimization of Power Systems (Q3462315) (← links)
- Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision Processes in Continuous Time (Q3465235) (← links)
- Optimal Information Blending with Measurements in the <i>L</i><sup>2</sup> Sphere (Q3465948) (← links)
- Recursive risk measures under regime switching applied to portfolio selection (Q4555153) (← links)
- From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming (Q4571046) (← links)
- Time-Coherent Risk Measures for Continuous-Time Markov Chains (Q4579838) (← links)
- Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty (Q4609463) (← links)
- Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse (Q4641665) (← links)
- (Q4998920) (← links)
- Discrete-time mean field games with risk-averse agents (Q4999567) (← links)
- Dynamic Programming Deconstructed: Transformations of the Bellman Equation and Computational Efficiency (Q5031647) (← links)
- Equal risk pricing and hedging of financial derivatives with convex risk measures (Q5068070) (← links)
- Discrete-time risk-aware optimal switching with non-adapted costs (Q5084797) (← links)
- Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance (Q5093650) (← links)
- Quantile Markov Decision Processes (Q5095150) (← links)
- Dynamic Risked Equilibrium (Q5095185) (← links)
