%PDF-1.5 % 1 0 obj << /S /GoTo /D (section.1) >> endobj 4 0 obj (Introduction) endobj 5 0 obj << /S /GoTo /D (section.2) >> endobj 8 0 obj (Risk Measures in Markov Decision Processes) endobj 9 0 obj << /S /GoTo /D (section.9) >> endobj 12 0 obj (Hybrid Linearly Controlled Problems) endobj 13 0 obj << /S /GoTo /D (section*.11) >> endobj 16 0 obj (Dynamic Portfolio Management) endobj 17 0 obj << /S /GoTo /D (section.14) >> endobj 20 0 obj (Risk Averse Dual Dynamic Programming) endobj 21 0 obj << /S /GoTo /D (section.27) >> endobj 24 0 obj (Empirical Results) endobj 25 0 obj << /S /GoTo /D (section.30) >> endobj 28 0 obj (Related Work and Discussion) endobj 29 0 obj << /S /GoTo /D (section.31) >> endobj 32 0 obj (Conclusion) endobj 33 0 obj << /S /GoTo /D (section.34) >> endobj 36 0 obj (Numerical Values) endobj 37 0 obj << /S /GoTo /D [38 0 R /FitH] >> endobj 54 0 obj << /Length 3790 /Filter /FlateDecode >> stream xZIϯK6/%rd;6&p[.m)iHvw
[w(g7_
QV/2NY>$~T_3"4.Ϝ"<\0aQ(V@qLR2qoQUu-nЏs8Q<=jWjz7