Glauner, Alexander

1. Distributionally Robust Markov Decision Processes and their Connection to Risk Measures
   2020/07/26 by Bäuerle, Nicole, Glauner, Alexander · 3 citations
   #90C40 (Primary) 90C17 #91G70 (Secondary) #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Risk Management (q-fin.RM)
2. Minimizing Spectral Risk Measures Applied to Markov Decision Processes
   2020/12/08 by Bäuerle, Nicole, Glauner, Alexander · 3 citations
   #90C40 (Primary) 91G70 #91G05 (Secondary) #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Risk Management (q-fin.RM)
3. Markov Decision Processes with Recursive Risk Measures
   2020/10/14 by Bäuerle, Nicole, Glauner, Alexander · 2 citations
   #90C40 (Primary) 91G70 (Secondary) #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Risk Management (q-fin.RM)