Markov decision processes under model uncertainty
From MaRDI portal
Publication:6146671
DOI10.1111/mafi.12381arXiv2206.06109MaRDI QIDQ6146671
Julian Sester, Mario Šikić, Ariel Neufeld
Publication date: 31 January 2024
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.06109
Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Portfolio theory (91G10)
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