Erratum to: Risk-averse dynamic programming for Markov decision processes.
Andrzej RuszczynskiPublished in: Math. Program. (2014)
Keyphrases
- markov decision processes
- risk averse
- dynamic programming
- stochastic programming
- optimal policy
- decision makers
- utility function
- state space
- multistage
- linear program
- finite state
- infinite horizon
- reinforcement learning
- inventory level
- policy iteration
- finite horizon
- partially observable
- optimal control
- risk sensitive
- markov decision process
- expected utility
- average cost
- action space
- average reward
- linear programming
- portfolio management
- decision processes
- random variables
- sufficient conditions
- decision problems
- data mining
- monte carlo
- reward function
- probability distribution
- long run
- multi agent
- sensitivity analysis