Erratum to ``Risk-averse dynamic programming for Markov decision processes

DOI10.1007/s10107-014-0783-zzbMath1291.49019OpenAlexW2076690706MaRDI QIDQ2248766

Ruszczyński, Andrzej

Publication date: 27 June 2014

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-014-0783-z

zbMATH Keywords

policy iterationvalue iterationdynamic risk measuresMarkov risk measuresmin-max Markov modelsnonsmooth Newton's method

Mathematics Subject Classification ID

Related Items (3)

Markov decision processes with recursive risk measures ⋮ MultiLevel Composite Stochastic Optimization via Nested Variance Reduction ⋮ Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control

Cites Work

• Risk-averse dynamic programming for Markov decision processes
• Variational Analysis
• Set-valued analysis
• Unnamed Item

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