Risk-Averse Approximate Dynamic Programming with Quantile-Based Risk Measures (Q5219554)

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scientific article; zbMATH DE number 7179753
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Risk-Averse Approximate Dynamic Programming with Quantile-Based Risk Measures
scientific article; zbMATH DE number 7179753

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    Risk-Averse Approximate Dynamic Programming with Quantile-Based Risk Measures (English)
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    12 March 2020
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    approximate dynamic programming
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    dynamic risk measures
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    energy trading
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    reinforcement learning
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    Q-learning
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