Computational methods for risk-averse undiscounted transient Markov models
Özlem Çavuş; Andrzej Ruszczyński
| Year of publication: |
2014
|
|---|---|
| Authors: | Çavuş, Özlem ; Ruszczyński, Andrzej P. |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 62.2014, 2, p. 401-417
|
| Subject: | dynamic programming | risk measures | transient Markov models | value iteration | policy iteration | Markov-Kette | Markov chain | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Risiko | Risk | Risikomaß | Risk measure | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010361418