Finite horizon Markov decision processes for risk-averse decision makers (Q3306465)
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scientific article; zbMATH DE number 7233788
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| English | Finite horizon Markov decision processes for risk-averse decision makers |
scientific article; zbMATH DE number 7233788 |
Statements
12 August 2020
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risk averse
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pessimism criterion
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dynamic programming
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backward recurrence algorithm
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optimal policy matrix
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0.8308472037315369
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0.747309684753418
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0.7398260235786438
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0.732501745223999
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