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Joint chance-constrained Markov decision processes - MaRDI portal

Joint chance-constrained Markov decision processes (Q6160959)

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scientific article; zbMATH DE number 7701354
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Joint chance-constrained Markov decision processes
scientific article; zbMATH DE number 7701354

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    Joint chance-constrained Markov decision processes (English)
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    26 June 2023
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    constrained Markov decision process
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    joint chance constraint
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    second order cone programming problem
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    copula
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    elliptical distribution
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    queueing problem
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