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Discounted Stochastic Fluid Programs
Bäuerle, Nicole - In: Mathematics of operations research 26 (2001) 2, pp. 401-420
Persistent link: https://www.econbiz.de/10006418863
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More risk-sensitive Markov decision processes
Bäuerle, Nicole; Rieder, Ulrich - In: Mathematics of operations research 39 (2014) 1, pp. 105-120
Persistent link: https://www.econbiz.de/10010345222
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Distributionally robust Markov decision processes and their connection to risk measures
Bäuerle, Nicole; Glauner, Alexander - In: Mathematics of operations research 47 (2022) 3, pp. 1757-1780
Persistent link: https://www.econbiz.de/10013374970
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Stochastic Comparison of Random Vectors with a Common Copula
Müller, Alfred; Scarsini, Marco - In: Mathematics of operations research 26 (2001) 4, pp. 723-740
Persistent link: https://www.econbiz.de/10006418716