Risk-Averse Control of Undiscounted Transient Markov Models.

Özlem Çavus Andrzej Ruszczynski

Published in: SIAM J. Control. Optim. (2014)

Keyphrases

markov models
risk averse
markov model
maximum entropy
higher order
hidden markov models
risk neutral
transition probabilities
decision makers
conditional random fields
utility function
markov decision processes
machine learning
dynamic programming
markov random field
stochastic programming