Risk-Sensitive Markov Control Processes (Q2873849)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-Sensitive Markov Control Processes |
scientific article |
Statements
Risk-Sensitive Markov Control Processes (English)
0 references
27 January 2014
0 references
Markov control processes
0 references
risk measures
0 references
optimal risk sensitive control
0 references
stochastic dynamic programming
0 references
mean semideviation
0 references
