"Risk-averse dynamic programming for Markov decision processes."

Andrzej Ruszczynski (2010)

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DOI: 10.1007/S10107-010-0393-3

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type: Journal Article

metadata version: 2017-05-27

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Andrzej Ruszczynski:
Risk-averse dynamic programming for Markov decision processes. Math. Program. 125(2): 235-261 (2010)

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