Sequential Decision Making With Coherent Risk

DOI10.1109/TAC.2016.2644871zbMath1370.90286OpenAlexW2561666900MaRDI QIDQ5358614

Aviv Tamar, Mohammad Ghavamzadeh, Yinlam Chow, Shie Mannor

Publication date: 21 September 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2016.2644871

Mathematics Subject Classification ID

Decision theory (91B06) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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