Probabilistically distorted risk-sensitive infinite-horizon dynamic programming (Q1716491)

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scientific article; zbMATH DE number 7012141
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    Probabilistically distorted risk-sensitive infinite-horizon dynamic programming
    scientific article; zbMATH DE number 7012141

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      Probabilistically distorted risk-sensitive infinite-horizon dynamic programming (English)
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      5 February 2019
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      cumulative prospect theory
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      risk measures
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      dynamic programming
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