Zobrazeno 1 - 2
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pro vyhledávání: '"Eugene Feinberg"'
Publikováno v:
Annals of Operations Research. 317:1-4
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a64a27cbf9006a1b3b98e228b2bf50dd
https://doi.org/10.1007/s10479-022-04928-5
https://doi.org/10.1007/s10479-022-04928-5
Autor:
Rui Ding, Eugene Feinberg
Publikováno v:
ACM SIGMETRICS Performance Evaluation Review. 50:39-41
We study the problem of Conditional Value-at-Risk (CVaR) optimization for a finite-state Markov Decision Process (MDP) with total discounted costs and the reduction of this problem to a stochastic game with perfect information. The CVaR optimization
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::94f567f4b640e2cfefd4583aabd34514
https://doi.org/10.1145/3561074.3561088
https://doi.org/10.1145/3561074.3561088