An average-value-at-risk criterion for Markov decision processes with unbounded costs (Q2689710)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An average-value-at-risk criterion for Markov decision processes with unbounded costs |
scientific article |
Statements
An average-value-at-risk criterion for Markov decision processes with unbounded costs (English)
0 references
14 March 2023
0 references
Markov decision processes
0 references
average-value-at-risk (AVaR)
0 references
state-action dependent discount factors
0 references
optimal policy
0 references
0 references
0 references
0 references
0 references
