"Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision ..."

Yonghui Huang, Xianping Guo (2016)

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DOI: 10.1137/140976029

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type: Journal Article

metadata version: 2020-06-08

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Yonghui Huang, Xianping Guo:
Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision Processes in Continuous Time. SIAM J. Optim. 26(1): 1-28 (2016)

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