Minimizing spectral risk measures applied to Markov decision processes
Year of publication: |
2021
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Authors: | Bäuerle, Nicole ; Glauner, Alexander |
Published in: |
Mathematical methods of operations research : ZOR. - Berlin : Springer, ISSN 1432-5217, ZDB-ID 1459420-1. - Vol. 94.2021, 1, p. 35-69
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Subject: | Risk-sensitive Markov decision process | Spectral risk measure | Dynamic reinsurance | Theorie | Theory | Markov-Kette | Markov chain | Risikomaß | Risk measure | Entscheidung | Decision | Risiko | Risk | Rückversicherung | Reinsurance |
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