On Optimizing the Conditional Value-at-Risk of a Maximum Cost for Risk-Averse Safety Analysis (Q6056429)

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scientific article; zbMATH DE number 7744860
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On Optimizing the Conditional Value-at-Risk of a Maximum Cost for Risk-Averse Safety Analysis
scientific article; zbMATH DE number 7744860

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    On Optimizing the Conditional Value-at-Risk of a Maximum Cost for Risk-Averse Safety Analysis (English)
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    2 October 2023
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    conditional Value-at-Risk (CVaR)
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    Markov decision processes (MDPs)
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    risk-averse optimal control
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    safety analysis
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