Distributionally robust modeling of optimal control
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Cites work
- scientific article; zbMATH DE number 1795125 (Why is no real title available?)
- Coherent measures of risk
- Coherent risk measures in inventory problems
- Distributionally robust optimal control and MDP modeling
- Foundations of inventory management
- Interchangeability principle and dynamic equations in risk averse stochastic programming
- Lectures on stochastic programming. Modeling and theory
- Mathematical foundations of distributionally robust multistage optimization
- Minimax and risk averse multistage stochastic programming
- Optimization of Convex Risk Functions
- Risk-averse dynamic programming for Markov decision processes
- Robust Control of Markov Decision Processes with Uncertain Transition Matrices
- Robust Dynamic Programming
- Stochastic optimal control. The discrete time case
- Technical note -- time inconsistency of optimal policies of distributionally robust inventory models
- \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.
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