Computational Methods for Risk-Averse Undiscounted Transient Markov Models
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Publication:2875608
DOI10.1287/opre.2013.1251zbMath1295.90100OpenAlexW2166941971MaRDI QIDQ2875608
Ruszczyński, Andrzej, Özlem Çavuş
Publication date: 11 August 2014
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11693/26435
Related Items (9)
Risk measurement and risk-averse control of partially observable discrete-time Markov systems ⋮ Index policy for multiarmed bandit problem with dynamic risk measures ⋮ Unnamed Item ⋮ Robust optimal control using conditional risk mappings in infinite horizon ⋮ Risk-Averse Approximate Dynamic Programming with Quantile-Based Risk Measures ⋮ Robust Control of Partially Observable Failing Systems ⋮ Robust shortest path planning and semicontractive dynamic programming ⋮ A Convex Analytic Approach to Risk-Aware Markov Decision Processes ⋮ Process-based risk measures and risk-averse control of discrete-time systems
Uses Software
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