An average-value-at-risk criterion for Markov decision processes with unbounded costs
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Publication:2689710
DOI10.1007/S11464-021-0944-3OpenAlexW3196810040MaRDI QIDQ2689710FDOQ2689710
Authors: Qiuli Liu, Wai-Ki Ching, Junyu Zhang, Hongchu Wang 
Publication date: 14 March 2023
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11464-021-0944-3
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Cited In (6)
- Markov decision processes with average-value-at-risk criteria
- Minimum average value-at-risk for finite horizon semi-Markov decision processes in continuous time
- Conditional value-at-risk for reachability and mean payoff in Markov decision processes
- Optimality Inequalities for Average Cost Markov Decision Processes and the Stochastic Cash Balance Problem
- Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions
- Controlled Markov decision processes with AVaR criteria for unbounded costs
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