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102
Voted
FSTTCS
2008
Springer
15 years 4 months ago
2008
Springer
Abstract. We study the decision theory of a maximally risk-averse investor — one whose objective, in the face of stochastic uncertainties, is to minimize the probability of ever ...
122
Voted
SODA
2010
ACM
16 years 24 days ago
2010
ACM
We study the computational complexity of some central analysis problems for One-Counter Markov Decision Processes (OC-MDPs), a class of finitely-presented, countable-state MDPs. O...