Dynamic risk control in multidimensional Markov models (Q722040)

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scientific article; zbMATH DE number 6909165
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    Dynamic risk control in multidimensional Markov models
    scientific article; zbMATH DE number 6909165

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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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