An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems
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Publication:6140989
DOI10.1137/22m1530665arXiv2311.06645OpenAlexW4389339674MaRDI QIDQ6140989
Unnamed Author, Ruszczyński, Andrzej
Publication date: 2 January 2024
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2311.06645
Statistical methods; risk measures (91G70) Dynamic programming (90C39) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Risk models (general) (91B05)
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