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"Markov Decision Processes with Average-Value-at-Risk criteria."

Nicole Bäuerle, Jonathan Ott (2011)

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DOI: 10.1007/S00186-011-0367-0

access: closed

type: Journal Article

metadata version: 2020-03-03

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Nicole Bäuerle, Jonathan Ott:
Markov Decision Processes with Average-Value-at-Risk criteria. Math. Methods Oper. Res. 74(3): 361-379 (2011)

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