An active-set strategy to solve Markov decision processes with good-deal risk measure (Q2329646)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An active-set strategy to solve Markov decision processes with good-deal risk measure |
scientific article |
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An active-set strategy to solve Markov decision processes with good-deal risk measure (English)
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18 October 2019
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good-deal risk measure
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distributionally robust Markov decision process
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active-set
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second-order cone
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