Risk measurement and risk-averse control of partially observable discrete-time Markov systems
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DOI: 10.1007/s00186-018-0633-5
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- Tomasz R. Bielecki & Igor Cialenco & Andrzej Ruszczy'nski, 2022. "Risk Filtering and Risk-Averse Control of Markovian Systems Subject to Model Uncertainty," Papers 2206.09235, arXiv.org.
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Keywords
Partially observable Markov processes; Dynamic risk measures; Time consistency; Dynamic programming;All these keywords.
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