Minimum average value-at-risk for finite horizon semi-Markov decision processes in continuous time (Q3465235)
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scientific article; zbMATH DE number 6533835
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| English | Minimum average value-at-risk for finite horizon semi-Markov decision processes in continuous time |
scientific article; zbMATH DE number 6533835 |
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Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision Processes in Continuous Time (English)
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21 January 2016
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semi-Markov decision processes
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finite horizon cost
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average value-at-risk
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value iteration algorithm
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policy improvement algorithm
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optimal policy
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0.8921006917953491
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0.8428179025650024
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0.8306743502616882
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0.8117350935935974
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0.8087040781974792
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