Risk-Constrained Markov Decision Processes

DOI10.1109/TAC.2014.2309262zbMath1360.90272OpenAlexW2128347943MaRDI QIDQ2983056

Rahul Jain, Vivek S. Borkar

Publication date: 16 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2014.2309262

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stochastic approximation (62L20) Markov and semi-Markov decision processes (90C40)

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