Approximate Probabilistic Constraints and Risk-Sensitive Optimization Criteria in Markov Decision Processes

Dmitri A. Dolgov, Edmund H. Durfee. Approximate Probabilistic Constraints and Risk-Sensitive Optimization Criteria in Markov Decision Processes. In International Symposium on Artificial Intelligence and Mathematics (AI&M 2004), Fort Lauderdale, Florida, USA, January 4-6, 2004. 2004. [doi]

@inproceedings{DolgovD04-0,
  title = {Approximate Probabilistic Constraints and Risk-Sensitive Optimization Criteria in Markov Decision Processes},
  author = {Dmitri A. Dolgov and Edmund H. Durfee},
  year = {2004},
  url = {http://rutcor.rutgers.edu/~amai/aimath04/AcceptedPapers/Dolgov-aimath04.pdf},
  researchr = {https://researchr.org/publication/DolgovD04-0},
  cites = {0},
  citedby = {0},
  booktitle = {International Symposium on Artificial Intelligence and Mathematics (AI&M 2004), Fort Lauderdale, Florida, USA, January 4-6, 2004},
}