Percentile Optimization for Markov Decision Processes with Parameter Uncertainty (Q3100462)
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scientific article; zbMATH DE number 5978631
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| English | Percentile Optimization for Markov Decision Processes with Parameter Uncertainty |
scientific article; zbMATH DE number 5978631 |
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Percentile Optimization for Markov Decision Processes with Parameter Uncertainty (English)
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24 November 2011
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Markov decision processes
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parameter uncertainty
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finite state
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stochastic model applications
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stochastic programming
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value at risk
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chance-constrained optimization
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0.8909563
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0.8785582
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0.8785582
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0.8779843
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0.8607425
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0.8582982
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0.85342765
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0.85313094
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0.85242665
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