Percentile Optimization for Markov Decision Processes with Parameter Uncertainty (Q3100462)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Percentile Optimization for Markov Decision Processes with Parameter Uncertainty |
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Percentile Optimization for Markov Decision Processes with Parameter Uncertainty (English)
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24 November 2011
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Markov decision processes
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parameter uncertainty
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finite state
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stochastic model applications
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stochastic programming
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value at risk
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chance-constrained optimization
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