Markov decision processes with average-value-at-risk criteria
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Publication:1935914
DOI10.1007/s00186-011-0367-0zbMath1259.49035MaRDI 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
91B06: Decision theory
90C40: Markov and semi-Markov decision processes
49K45: Optimality conditions for problems involving randomness
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