Markov decision processes with average-value-at-risk criteria
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Publication:1935914
DOI10.1007/s00186-011-0367-0zbMath1259.49035OpenAlexW2027106436MaRDI QIDQ1935914
Publication date: 20 February 2013
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://publikationen.bibliothek.kit.edu/1000032887
Decision theory (91B06) Markov and semi-Markov decision processes (90C40) Optimality conditions for problems involving randomness (49K45)
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