Risk-Averse Control of Undiscounted Transient Markov Models (Q5244645)
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scientific article; zbMATH DE number 6420760
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-Averse Control of Undiscounted Transient Markov Models |
scientific article; zbMATH DE number 6420760 |
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Risk-Averse Control of Undiscounted Transient Markov Models (English)
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27 March 2015
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transient Markov models
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stochastic optimal control
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dynamic risk measures
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Markov risk measures
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dynamic programming equations
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multikernels
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stochastic shortest path
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optimal stopping
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randomized policy
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