Risk-sensitive control of Markov decision processes : a moment-based approach with target distributions
Rainer Schlosser
| Year of publication: |
2020
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|---|---|
| Authors: | Schlosser, Rainer |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 123.2020, p. 1-14
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| Subject: | Dynamic pricing | Dynamic programming | Heuristics | Markov decision process | Risk aversion | Markov-Kette | Markov chain | Theorie | Theory | Dynamische Optimierung | Entscheidung | Decision | Risikoaversion | Heuristik | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.cor.2020.104997 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012286284