Mean-Variance Analysis in Infinite Horizon Non-Discounted Markov Decision Processes: Technical Note (Q4718641): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/02522667.1995.10699235 / rank | |||
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| Property / cites work: Variance-Penalized Markov Decision Processes / rank | |||
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| Property / cites work: A variance minimization problem for a Markov decision process / rank | |||
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| Property / cites work: Computational approaches to variance-penalised Markov decision processes / rank | |||
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Latest revision as of 16:08, 24 May 2024
scientific article; zbMATH DE number 954590
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-Variance Analysis in Infinite Horizon Non-Discounted Markov Decision Processes: Technical Note |
scientific article; zbMATH DE number 954590 |
Statements
Mean-Variance Analysis in Infinite Horizon Non-Discounted Markov Decision Processes: Technical Note (English)
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8 December 1996
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Lagrangean based parametric programming
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mean-variance problem in a Markov decision problem
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