Probabilistically distorted risk-sensitive infinite-horizon dynamic programming (Q1716491)
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scientific article; zbMATH DE number 7012141
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistically distorted risk-sensitive infinite-horizon dynamic programming |
scientific article; zbMATH DE number 7012141 |
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Probabilistically distorted risk-sensitive infinite-horizon dynamic programming (English)
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5 February 2019
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cumulative prospect theory
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risk measures
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dynamic programming
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