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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