Heuristic mean-variance optimization in Markov decision processes using state-dependent risk aversion (Q5065584)
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scientific article; zbMATH DE number 7495787
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heuristic mean-variance optimization in Markov decision processes using state-dependent risk aversion |
scientific article; zbMATH DE number 7495787 |
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Heuristic mean-variance optimization in Markov decision processes using state-dependent risk aversion (English)
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22 March 2022
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risk aversion
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mean-variance optimization
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Markov decision process
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dynamic programming
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dynamic pricing
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heuristics
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