{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,5]],"date-time":"2025-10-05T12:22:46Z","timestamp":1759666966035,"version":"3.37.3"},"reference-count":37,"publisher":"Institute of Electrical and Electronics Engineers (IEEE)","issue":"9","license":[{"start":{"date-parts":[[2018,9,1]],"date-time":"2018-09-01T00:00:00Z","timestamp":1535760000000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/ieeexplore.ieee.org\/Xplorehelp\/downloads\/license-information\/IEEE.html"}],"funder":[{"DOI":"10.13039\/501100001459","name":"Ministry of Education - Singapore","doi-asserted-by":"publisher","award":["R-266-000-083-133"],"award-info":[{"award-number":["R-266-000-083-133"]}],"id":[{"id":"10.13039\/501100001459","id-type":"DOI","asserted-by":"publisher"}]},{"name":"Ministry of Education of Singapore under Tier-2","award":["R-266-000-098-112"],"award-info":[{"award-number":["R-266-000-098-112"]}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["IEEE Trans. Automat. Contr."],"published-print":{"date-parts":[[2018,9]]},"DOI":"10.1109\/tac.2018.2790261","type":"journal-article","created":{"date-parts":[[2018,1,5]],"date-time":"2018-01-05T19:20:09Z","timestamp":1515180009000},"page":"3135-3142","source":"Crossref","is-referenced-by-count":11,"title":["Approximate Value Iteration for Risk-Aware Markov Decision Processes"],"prefix":"10.1109","volume":"63","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-4660-6679","authenticated-orcid":false,"given":"Pengqian","family":"Yu","sequence":"first","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0002-9518-4310","authenticated-orcid":false,"given":"William B.","family":"Haskell","sequence":"additional","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0002-5712-0308","authenticated-orcid":false,"given":"Huan","family":"Xu","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"ref33","doi-asserted-by":"crossref","DOI":"10.1137\/1.9781611973433","volume":"16","author":"shapiro","year":"2014","journal-title":"Lectures on Stochastic Programming Modeling and Theory"},{"key":"ref32","doi-asserted-by":"publisher","DOI":"10.1007\/PL00011396"},{"key":"ref31","doi-asserted-by":"publisher","DOI":"10.1017\/S0962492900002816"},{"key":"ref30","doi-asserted-by":"publisher","DOI":"10.1287\/moor.1050.0186"},{"key":"ref37","first-page":"233","article-title":"Robustness and risk-sensitivity in Markov decision processes","author":"osogami","year":"2012","journal-title":"Proc 25th Int Conf Neural Inf Process Syst"},{"article-title":"VaR vs CVaR in risk management and optimization","year":"2010","author":"uryasev","key":"ref36"},{"key":"ref35","doi-asserted-by":"publisher","DOI":"10.1007\/BF01199463"},{"key":"ref34","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.2007.00311.x"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1109\/TAC.2014.2309262"},{"article-title":"Robust, risk-sensitive, and data-driven control of Markov decision processes","year":"2007","author":"le tallec","key":"ref11"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2013.06.019"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1287\/moor.2014.0689"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1016\/j.orl.2009.02.005"},{"key":"ref15","article-title":"Risk-averse approximate dynamic programming with quantile-based risk measures","author":"jiang","year":"2017","journal-title":"Math Oper Res"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.42.9.1292"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1002\/9780470182963"},{"key":"ref18","doi-asserted-by":"crossref","first-page":"850","DOI":"10.1287\/opre.51.6.850.24925","article-title":"The linear programming approach to approximate dynamic programming","volume":"51","author":"van roy","year":"2003","journal-title":"Oper Res"},{"key":"ref19","first-page":"815","article-title":"Finite-time bounds for fitted value iteration","volume":"9","author":"munos","year":"2008","journal-title":"J Mach Learn Res"},{"key":"ref28","doi-asserted-by":"publisher","DOI":"10.1287\/moor.1060.0204"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.18.7.356"},{"key":"ref27","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.00068"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1007\/s10107-010-0393-3"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.21314\/JOR.2000.038"},{"key":"ref29","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2013.11.037"},{"key":"ref5","volume":"16","author":"markowitz","year":"1959","journal-title":"Portfolio Selection Efficient Diversification of Investments"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1287\/moor.2.3.266"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1287\/moor.2013.0601"},{"key":"ref2","volume":"ii","author":"bertsekas","year":"2012","journal-title":"Dynamic Programming and Optimal Control"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1287\/moor.14.1.147"},{"journal-title":"Markov Decision Processes Discrete Stochastic Dynamic Programming","year":"2014","author":"puterman","key":"ref1"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.2307\/2171751"},{"key":"ref22","doi-asserted-by":"publisher","DOI":"10.1007\/s10107-014-0813-x"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1287\/moor.2015.0733"},{"key":"ref24","first-page":"805","article-title":"An approximate solution method for large risk-averse Markov decision processes","author":"petrik","year":"2012","journal-title":"Proc Conf Uncertainty of Artificial Intelligence"},{"key":"ref23","doi-asserted-by":"publisher","DOI":"10.1109\/TAC.2016.2644871"},{"key":"ref26","article-title":"Approximate value iteration for risk-aware Markov decision processes","author":"yu","year":"2017","journal-title":"CoRR"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1016\/j.automatica.2010.05.021"}],"container-title":["IEEE Transactions on Automatic Control"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/9\/8449129\/08247278.pdf?arnumber=8247278","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,1,12]],"date-time":"2022-01-12T16:17:02Z","timestamp":1642004222000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/8247278\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2018,9]]},"references-count":37,"journal-issue":{"issue":"9"},"URL":"https:\/\/doi.org\/10.1109\/tac.2018.2790261","relation":{},"ISSN":["0018-9286","1558-2523","2334-3303"],"issn-type":[{"type":"print","value":"0018-9286"},{"type":"electronic","value":"1558-2523"},{"type":"electronic","value":"2334-3303"}],"subject":[],"published":{"date-parts":[[2018,9]]}}}