Quantile Markov decision processes
Xiaocheng Li, Huaiyang Zhong, Margaret L. Brandeau
| Year of publication: |
2022
|
|---|---|
| Authors: | Li, Xiaocheng ; Zhong, Huaiyang ; Brandeau, Margaret L. |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 70.2022, 3, p. 1428-1447
|
| Subject: | dynamic programming | Markov decision process | medical decision making | quantile | risk measure | Entscheidung | Decision | Markov-Kette | Markov chain | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Risikomaß | Risk measure | Mathematische Optimierung | Mathematical programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2021.2123 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013366124