Markov decision processes with average-value-at-risk criteria (Q1935914)

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scientific article; zbMATH DE number 6137584
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Markov decision processes with average-value-at-risk criteria
scientific article; zbMATH DE number 6137584

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    Markov decision processes with average-value-at-risk criteria (English)
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    20 February 2013
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    Markov Decision problem
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    average-value-at-risk
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    time-consistency
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    risk aversion
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