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"Markov decision processes with iterated coherent risk measures."

Shanyun Chu, Yi Zhang (2014)

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DOI: 10.1080/00207179.2014.909947

access: closed

type: Journal Article

metadata version: 2018-11-07

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  - https://dblp.org/rec/journals/ijcon/ChuZ14
Shanyun Chu, Yi Zhang:
Markov decision processes with iterated coherent risk measures. Int. J. Control 87(11): 2286-2293 (2014)

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