Risk-averse dynamic programming for Markov decision processes (Q607497)
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scientific article; zbMATH DE number 5818061
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| default for all languages | No label defined |
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| English | Risk-averse dynamic programming for Markov decision processes |
scientific article; zbMATH DE number 5818061 |
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Risk-averse dynamic programming for Markov decision processes (English)
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22 November 2010
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dynamic risk measures
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Markov risk measures
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value iteration
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policy iteration
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nonsmooth Newton's method
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min-max Markov models
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0.9393608
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0.9300163
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0.9292885
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0.92515296
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0.92233527
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0.9212078
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0.92043734
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0.91875136
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0.91811454
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