Optimal solutions for undiscounted variance penalized Markov decision chains

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Dynamic stochastic optimization
1. Verfasser:	Sladký, Karel (VerfasserIn)
Weitere Verfasser:	Sitař, Milan (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2004
Schlagworte:	Aufsatz im Buch
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Titel	Jahr	Verfasser
Perturbation analysis of chance-constrained programs under variation of all constraint data	2004	Henrion, René
The value of perfect information as a risk measure	2004	Pflug, Georg
Simplification of recourse models by modification of recourse data	2004	Vlerk, Maarten H. van der
Reflections on output analysis for multistage stochastic linear programs	2004	Dupačová, Jitka
Approximation and optimization for stochastic networks	2004	Granger, Julien
Estimating LIBOR swaps spot-volatilities : the EpiVolatility model	2004	Bianchi, Stephen W.
Stuctured products for pension funds	2004
Stochastic optimization of risk functions via parametric smoothing	2004	Ermolʹev, Jurij M.
Optimization under uncertainty using momentum	2004	Flåm, Sjur D.
Optimal solutions for undiscounted variance penalized Markov decision chains	2004	Sladký, Karel
Adaptive optimal stochastic trajectory planning and control (AOSTPC) for robots	2004	Marti, Kurt
Solving stochastic programming problems by successive regression approximations : numerical results	2004	Deák, István
New bounds and approximations for the probability distribution of the length of the critical path	2004	Prékopa, András
Modeling support for multistage recourse problems	2004	Kall, Peter
Optimal stopping problem and investment models	2004	Arkin, Vadimin I.
Real-time robust optimal trajectory planning of industrial robots	2004	Aurnhammer, Andreas