Risk-sensitive control of Markov decision processes: a moment-based approach with target distributions (Q2664336)

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scientific article; zbMATH DE number 7335603
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    Risk-sensitive control of Markov decision processes: a moment-based approach with target distributions
    scientific article; zbMATH DE number 7335603

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      Risk-sensitive control of Markov decision processes: a moment-based approach with target distributions (English)
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      20 April 2021
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      risk aversion
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      Markov decision process
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      dynamic programming
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      dynamic pricing
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      heuristics
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