Robustness and risk management via distributional dynamic programming.
Mastane AchabGergely NeuPublished in: CoRR (2021)
Keyphrases
- risk management
- dynamic programming
- risk assessment
- risk evaluation
- decision support system
- risk analysis
- operational risk
- risk factors
- state space
- optimal policy
- information security management
- software projects
- optimal control
- commercial banks
- project management
- markov decision processes
- financial markets
- data sets
- financial services
- real world