Nicole Bäuerle, Alexander Glauner. Minimizing spectral risk measures applied to Markov decision processes. Math. Meth. of OR, 94(1):35-69, 2021. [doi]
@article{BauerleG21,
title = {Minimizing spectral risk measures applied to Markov decision processes},
author = {Nicole Bäuerle and Alexander Glauner},
year = {2021},
doi = {10.1007/s00186-021-00746-w},
url = {https://doi.org/10.1007/s00186-021-00746-w},
researchr = {https://researchr.org/publication/BauerleG21},
cites = {0},
citedby = {0},
journal = {Math. Meth. of OR},
volume = {94},
number = {1},
pages = {35-69},
}