Hedging bets in Markov decision processes

DOI10.4230/LIPICS.CSL.2016.29MaRDI QIDQ5278416zbMATH OpenFDO

Authors Marco Faella, Sampath Kannan, Nimit Singhania, Rajeev Alur

Publication date 19 July 2017

Full work available at URL https://doi.org/10.4230/LIPICS.CSL.2016.29

zbMATH Keywords

infinite state systemsMarkov decision processesmulti-objective optimization

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Multi-objective and goal programming (90C29) Markov and semi-Markov decision processes (90C40)

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Cited in

(1)

• Implications for hedging of the choice of driving process for one-factor Markov-functional models

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