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Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon - MaRDI portal

Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon (Q6161899)

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scientific article; zbMATH DE number 7703345
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Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon
scientific article; zbMATH DE number 7703345

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    Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon (English)
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    28 June 2023
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    risk aversion
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    dynamic programming
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    infinite horizon
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