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This talk discusses the average value-at-risk(AVaR)criterion for finite horizon semi-Markov decision processes(SMDPs)in continuous-time.
The AVaR Optimization Problems for semi-Markov Decision Processes
【摘 要】
：
This talk discusses the average value-at-risk(AVaR)criterion for finite horizon semi-Markov decision processes(SMDPs)in continuous-time.
【机 构】
：
Sun Yat-Sen University,510275,China
【出 处】
：
上海交通大学
【发表日期】
：
2016年4期
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