Pages that link to "Item:Q607497"
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The following pages link to Risk-averse dynamic programming for Markov decision processes (Q607497):
Displaying 50 items.
- Equilibrium, uncertainty and risk in hydro-thermal electricity systems (Q301665) (← links)
- Analyzing operational risk-reward trade-offs for start-ups (Q320040) (← links)
- Time-inconsistent multistage stochastic programs: martingale bounds (Q320891) (← links)
- On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (Q320895) (← links)
- Building up time-consistency for risk measures and dynamic optimization (Q320898) (← links)
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
- Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion (Q439530) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
- Evaluating policies in risk-averse multi-stage stochastic programming (Q494328) (← links)
- Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437) (← links)
- Analysis of stochastic dual dynamic programming method (Q617520) (← links)
- Robust optimal control using conditional risk mappings in infinite horizon (Q724507) (← links)
- Time-consistent approximations of risk-averse multistage stochastic optimization problems (Q747773) (← links)
- Equivalence between time consistency and nested formula (Q827137) (← links)
- A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning (Q827142) (← links)
- Mean-variance problems for finite horizon semi-Markov decision processes (Q887160) (← links)
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
- Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925) (← links)
- Variance-constrained actor-critic algorithms for discounted and average reward MDPs (Q1689603) (← links)
- Probabilistically distorted risk-sensitive infinite-horizon dynamic programming (Q1716491) (← links)
- Monotone trends in inventory-price control under time-consistent coherent risk measure (Q1728237) (← links)
- Time-consistent, risk-averse dynamic pricing (Q1737496) (← links)
- Risk-averse model predictive control (Q1737648) (← links)
- Simulation optimization of risk measures with adaptive risk levels (Q1753134) (← links)
- Risk-averse stochastic path detection (Q1753422) (← links)
- Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR (Q1754123) (← links)
- Risk management for forestry planning under uncertainty in demand and prices (Q1754283) (← links)
- Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
- Decomposability and time consistency of risk averse multistage programs (Q1755843) (← links)
- On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty (Q1782185) (← links)
- A trade execution model under a composite dynamic coherent risk measure (Q1785321) (← links)
- Minimax and risk averse multistage stochastic programming (Q1926691) (← links)
- Scenario decomposition of risk-averse multistage stochastic programming problems (Q1931651) (← links)
- Dynamic consistency for stochastic optimal control problems (Q1931661) (← links)
- Time consistency of dynamic risk measures (Q1939680) (← links)
- On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management (Q1989732) (← links)
- Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
- A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure (Q2028454) (← links)
- Gas storage valuation in incomplete markets (Q2028869) (← links)
- Time (in)consistency of multistage distributionally robust inventory models with moment constraints (Q2029289) (← links)
- An online algorithm for the risk-aware restless bandit (Q2029383) (← links)
- Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization (Q2030665) (← links)
- Distributionally robust optimal control and MDP modeling (Q2060388) (← links)
- Socially responsible merchant operations: comparison of shutdown-averse CVaR and anticipated regret policies (Q2060601) (← links)
- Gittins' theorem under uncertainty (Q2076662) (← links)
- Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control (Q2082497) (← links)
- Distributionally robust modeling of optimal control (Q2084037) (← links)
- Peril, prudence and planning as risk, avoidance and worry (Q2116017) (← links)
- Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
- Reference points and learning (Q2138367) (← links)