Distributionally robust Markov decision processes and their connection to risk measures
Nicole Bäuerle, Alexander Glauner
| Year of publication: |
2022
|
|---|---|
| Authors: | Bäuerle, Nicole ; Glauner, Alexander |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 47.2022, 3, p. 1757-1780
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| Subject: | dynamic games | minimax theorem | risk measures | robust Markov decision process | Markov-Kette | Markov chain | Entscheidung | Decision | Risiko | Risk | Robustes Verfahren | Robust statistics | Entscheidung unter Unsicherheit | Decision under uncertainty | Messung | Measurement | Risikomaß | Risk measure | Spieltheorie | Game theory | Dynamisches Spiel | Dynamic game |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2021.1187 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013374970