Markov decision processes with recursive risk measures-Reference-Cited by-同舟云学术

Markov decision processes with recursive risk measures

Published:2022-02 Issue:3 Volume:296 Page:953-966
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Bäuerle Nicole,Glauner Alexander

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference42 articles.

1. Dynamic risk measures;Acciaio,2011

2. Infinite dimensional analysis: A Hitchhiker’s guide;Aliprantis,2006

3. A note on a new class of recursive utilities in Markov decision processes;Asienkiewicz;Applicationes Mathematicae,2017

4. Optimal risk allocation in reinsurance networks;Bäuerle;Insurance: Mathematics and Economics,2018

5. Bäuerle, N., & Glauner, A. (2020). Distributionally robust Markov decision processes and their connection to risk measures. ArXiv:2007.13103.

Cited by 12 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Risk-Averse Markov Decision Processes Through a Distributional Lens;Mathematics of Operations Research;2024-07-17

2. Markov decision processes with risk-sensitive criteria: an overview;Mathematical Methods of Operations Research;2024-04

3. An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems;SIAM Journal on Control and Optimization;2023-12-05

4. Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning;SIAM Journal on Financial Mathematics;2023-11-14

5. Automatic focal EEG identification based on deep reinforcement learning;Biomedical Signal Processing and Control;2023-05