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Markov risk mappings and risk-sensitive optimal prediction - MaRDI portal

Markov risk mappings and risk-sensitive optimal prediction

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Publication:6333142

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DOI10.1007/S00186-022-00802-ZzbMath1523.60069arXiv2001.06895MaRDI QIDQ6333142

Tomasz Kosmala, Randall Martyr, John Moriarty

Publication date: 19 January 2020

Mathematics Subject Classification ID

Decision theory (91B06) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40) Individual preferences (91B08)

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