Dynamic risk control in multidimensional Markov models (Q722040)

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Dynamic risk control in multidimensional Markov models
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    Dynamic risk control in multidimensional Markov models (English)
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    20 July 2018
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    optimal stationary strategies
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    controlled processes
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    Markov decision-making processes
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    risk function
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    birth-death processes
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    iterative algorithms
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