An average-value-at-risk criterion for Markov decision processes with unbounded costs (Q2689710)
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scientific article; zbMATH DE number 7662720
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| English | An average-value-at-risk criterion for Markov decision processes with unbounded costs |
scientific article; zbMATH DE number 7662720 |
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An average-value-at-risk criterion for Markov decision processes with unbounded costs (English)
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14 March 2023
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Markov decision processes
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average-value-at-risk (AVaR)
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state-action dependent discount factors
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optimal policy
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0.8871011137962341
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0.8846058249473572
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0.8428179025650024
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0.8247472047805786
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