List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures Mathematics of Operations Research | 2022-09-26 | Paper |
| Dynamic reinsurance in discrete time minimizing the insurer's cost of capital Scandinavian Actuarial Journal | 2022-06-13 | Paper |
| Markov decision processes with recursive risk measures European Journal of Operational Research | 2021-11-09 | Paper |
| Minimizing spectral risk measures applied to Markov decision processes Mathematical Methods of Operations Research | 2021-11-02 | Paper |
| Q-learning for distributionally robust Markov decision processes Modern Trends in Controlled Stochastic Processes: | 2021-09-30 | Paper |
| Optimal risk allocation in reinsurance networks Insurance Mathematics & Economics | 2018-10-19 | Paper |
Research outcomes over time
This page was built for person: Alexander Glauner
