Optimizing sequential decision-making under risk: strategic allocation with switching penalties (Q6982434)
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scientific article; zbMATH DE number 8042196
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| English | Optimizing sequential decision-making under risk: strategic allocation with switching penalties |
scientific article; zbMATH DE number 8042196 |
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Optimizing sequential decision-making under risk: strategic allocation with switching penalties (English)
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19 May 2025
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stochastic programming
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multiarmed bandit problem
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switching penalties
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risk-averse decision-making
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dynamic coherent risk measures
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