Markov decision processes with recursive risk measures
Nicole Bäuerle, Alexander Glauner
| Year of publication: |
2022
|
|---|---|
| Authors: | Bäuerle, Nicole ; Glauer, Alexander |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 296.2022, 3 (1.2.), p. 953-966
|
| Subject: | Dynamic programming | Risk-sensitive Markov decision process | Risk measure | Robustness | Markov-Kette | Markov chain | Theorie | Theory | Entscheidung | Decision | Risiko | Risk | Dynamische Optimierung | Risikomaß | Mathematische Optimierung | Mathematical programming | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.04.030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013255611