An active-set strategy to solve Markov decision processes with good-deal risk measure (Q2329646)
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scientific article; zbMATH DE number 7119181
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| English | An active-set strategy to solve Markov decision processes with good-deal risk measure |
scientific article; zbMATH DE number 7119181 |
Statements
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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0.7885084748268127
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0.773379385471344
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0.7718328833580017
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0.7669274806976318
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0.765220582485199
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