Markov decision processes with iterated coherent risk measures (Q2938604)

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scientific article; zbMATH DE number 6386656
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    Markov decision processes with iterated coherent risk measures
    scientific article; zbMATH DE number 6386656

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      Markov decision processes with iterated coherent risk measures (English)
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      14 January 2015
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      Markov decision process
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      iterated coherent risk measure
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      optimality equation
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