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Risk-Averse Markov Decision Processes Through a Distributional Lens.

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Title: Risk-Averse Markov Decision Processes Through a Distributional Lens.
Authors: Cheng, Ziteng1 (AUTHOR) ziteng.cheng@utoronto.ca, Jaimungal, Sebastian1 (AUTHOR) sebastian.jaimungal@utoronto.ca
Source: Mathematics of Operations Research (INFORMS). Aug2025, Vol. 50 Issue 3, p1707-1733. 27p.
Database: Business Source Ultimate
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ISSN:0364765X
DOI:10.1287/moor.2023.0211