Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision Processes in Continuous Time (Q3465235)
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| Language | Label | Description | Also known as |
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| English | Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision Processes in Continuous Time |
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Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision Processes in Continuous Time (English)
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21 January 2016
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semi-Markov decision processes
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finite horizon cost
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average value-at-risk
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value iteration algorithm
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policy improvement algorithm
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optimal policy
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