Distributionally Robust Markov Decision Processes and their Connection to Risk Measures
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- Alexander Glauner, 2020. "Dynamic Reinsurance in Discrete Time Minimizing the Insurer's Cost of Capital," Papers 2012.09648, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-GTH-2020-08-31 (Game Theory)
- NEP-RMG-2020-08-31 (Risk Management)
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