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A Risk-Sensitive Portfolio with Mean and Variance of Fuzzy Random Variables.
Yuji Yoshida
Published in:
ICIC (2) (2008)
Keyphrases
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risk sensitive
fuzzy random variables
optimal control
utility function
markov decision processes
model free
decision theoretic
optimality criterion
average cost
control policies
markov decision problems
machine learning
reinforcement learning
state space
evaluation function
control strategy