Markov decision processes with average-value-at-risk criteria
type: Item
instance of: scholarly article
title: Markov decision processes with average-value-at-risk criteria
zbMATH Open document ID: 1259.49035
author: Nicole Bäuerle
author: Jonathan Ott
published in: Mathematical Methods of Operations Research
publication date: 2013-02-20T00:00:00Z
full work available at URL: https://publikationen.bibliothek.kit.edu/1000032887
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 90C40
Mathematics Subject Classification ID: 91B06
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6137584
zbMATH Keywords: Markov Decision problem
zbMATH Keywords: average-value-at-risk
zbMATH Keywords: time-consistency
zbMATH Keywords: risk aversion
MaRDI profile type: Publication
OpenAlex ID: W2027106436
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DOI: 10.1007/S00186-011-0367-0
description: scientific article; zbMATH DE number 6137584