scientific article; zbMATH DE number 975562
From MaRDI portal
Publication:5284147
Cited in
(9)- Notes on average Markov decision processes with a minimum-variance criterion
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems
- Process-based risk measures and risk-averse control of discrete-time systems
- Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes
- Exit time risk-sensitive control for systems of cooperative agents
- About stability of risk-seeking optimal stopping
- Risk-averse learning by temporal difference methods with Markov risk measures
- Risk-Sensitive Reinforcement Learning via Policy Gradient Search
- On terminating Markov decision processes with a risk-averse objective function
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5284147)