Risk Sensitive Markov Decision Process for Portfolio Management

von Neto, Eduardo Lopes Pereira
Veröffentlicht in MICAI (19. : 2020 : Online) 19th Mexican International Conference on Artificial Intelligence, MICAI 2020, Mexico City, Mexico, October 12-17, 2020 ; Part 1: Advances in soft computing (2020)

An Exact Algorithm to Make a Trade-Off between Cost and Probability in SSPs

von Freire, Valdinei
Veröffentlicht in International Conference on Automated Planning and Scheduling (29. : 2019 : Berkeley, Calif.) Proceedings of the Twenty-ninth International Conference on Automated Planning and Scheduling (2019)

Risk Sensitive Stochastic Shortest Path and LogSumExp: From Theory to Practice

von Freitas, Elthon Manhas de
Veröffentlicht in BRACIS (9. : 2020 : Online) Intelligent systems ; Part 2 (2020)

Risk-Sensitive Piecewise-Linear Policy Iteration for Stochastic Shortest Path Markov Decision Processes

von Pastor, Henrique Dias
Veröffentlicht in MICAI (19. : 2020 : Online) 19th Mexican International Conference on Artificial Intelligence, MICAI 2020, Mexico City, Mexico, October 12-17, 2020 ; Part 1: Advances in soft computing (2020)