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