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0567218 - ÚTIA 2024 RIV NL eng J - Journal Article
Kopa, M. - Šmíd, Martin
Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon.
Operations Research Letters. Roč. 51, č. 2 (2023), s. 133-136. ISSN 0167-6377. E-ISSN 1872-7468
R&D Projects: GA ČR(CZ) GA19-11062S
Institutional support: RVO:67985556
Keywords : Risk aversion * Dynamic programming * Infinite horizon
OECD category: Statistics and probability
Impact factor: 1.1, year: 2022
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2023/E/smid-0567218.pdf https://www.sciencedirect.com/science/article/pii/S0167637723000081?via%3Dihub
Permanent Link: https://hdl.handle.net/11104/0340876