Risk-sensitive control of Markov decision processes: a moment-based approach with target distributions (Q2664336)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Risk-sensitive control of Markov decision processes: a moment-based approach with target distributions
scientific article

    Statements

    Risk-sensitive control of Markov decision processes: a moment-based approach with target distributions (English)
    0 references
    0 references
    20 April 2021
    0 references
    risk aversion
    0 references
    Markov decision process
    0 references
    dynamic programming
    0 references
    dynamic pricing
    0 references
    heuristics
    0 references
    0 references
    0 references
    0 references

    Identifiers