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"Markov decision processes with recursive risk measures."

Nicole Bäuerle, Alexander Glauner (2022)

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DOI: 10.1016/J.EJOR.2021.04.030

access: closed

type: Journal Article

metadata version: 2023-06-26

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  - journals/eor/BauerleG22
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  - https://dblp.org/rec/journals/eor/BauerleG22
Nicole Bäuerle, Alexander Glauner:
Markov decision processes with recursive risk measures. Eur. J. Oper. Res. 296(3): 953-966 (2022)

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