Risk filtering and risk-averse control of Markovian systems subject to model uncertainty (Q6080762)

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scientific article; zbMATH DE number 7754806
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Risk filtering and risk-averse control of Markovian systems subject to model uncertainty
scientific article; zbMATH DE number 7754806

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    Risk filtering and risk-averse control of Markovian systems subject to model uncertainty (English)
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    25 October 2023
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    Markov decision processes
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    model uncertainty
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    dynamic measures of risk
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    dynamic programming
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