Computational methods for risk-averse undiscounted transient Markov models (Q2875608)
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scientific article; zbMATH DE number 6328361
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| English | Computational methods for risk-averse undiscounted transient Markov models |
scientific article; zbMATH DE number 6328361 |
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11 August 2014
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dynamic programming
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risk measures
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transient Markov models
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value iteration
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policy iteration
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Computational methods for risk-averse undiscounted transient Markov models (English)
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0.7665354013442993
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0.7652136087417603
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