A Convex Analytic Approach to Risk-Aware Markov Decision Processes (Q5258943)
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scientific article; zbMATH DE number 6449607
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Convex Analytic Approach to Risk-Aware Markov Decision Processes |
scientific article; zbMATH DE number 6449607 |
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A Convex Analytic Approach to Risk-Aware Markov Decision Processes (English)
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24 June 2015
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Markov decision processes
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stochastic optimization
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risk measures
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conditional value-at-risk
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stochastic dominance constraints
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convex analytic approach
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