Computational Methods for Risk-Averse Undiscounted Transient Markov Models (Q2875608)

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Computational Methods for Risk-Averse Undiscounted Transient Markov Models
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    Computational Methods for Risk-Averse Undiscounted Transient Markov Models (English)
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    11 August 2014
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    dynamic programming
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    risk measures
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    transient Markov models
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    value iteration
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    policy iteration
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