Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making.

Wei Wang Huifu Xu

Published in: Comput. Manag. Sci. (2023)

Keyphrases

state dependent
decision making
steady state
optimal policy
single server
markov chain
queueing networks
decision makers
asymptotically optimal
stationary distribution
service rates
product form
queue length
arrival rate
customer demand
service times