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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    An active-set strategy to solve Markov decision processes with good-deal risk measure
    scientific article; zbMATH DE number 7119181

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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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