An active-set strategy to solve Markov decision processes with good-deal risk measure (Q2329646)

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An active-set strategy to solve Markov decision processes with good-deal risk measure
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    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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