A note on negative dynamic programming for risk-sensitive control
Year of publication: |
2008
|
---|---|
Authors: | Jaśkiewicz, Anna |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 36.2008, 5, p. 531-534
|
Subject: | Dynamische Optimierung | Dynamic programming | Markov-Kette | Markov chain | Operations Research | Operations research |
-
Gong, Xiting, (2021)
-
Threshold control policies for heterogeneous server systems
Luh, Hsing Paul, (2002)
-
Intraday dynamic rescheduling under patient no-shows
Shetty, Aditya, (2023)
- More ...
-
Jaśkiewicz, Anna, (2011)
-
Persistently optimal policies in stochastic dynamic programming with generalized discounting
Jaśkiewicz, Anna, (2011)
-
Risk-sensitive dividend problems
Bäuerle, Nicole, (2015)
- More ...