Variance-penalized Markov decision processes: dynamic programming and reinforcement learning techniques (Q5166474): Difference between revisions

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scientific article; zbMATH DE number 6309105

Language	Label	Description	Also known as
English	Variance-penalized Markov decision processes: dynamic programming and reinforcement learning techniques	scientific article; zbMATH DE number 6309105

Statements

instance of

scholarly article

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title

Variance-penalized Markov decision processes: dynamic programming and reinforcement learning techniques (English)

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author

Abhijit Gosavi

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published in

International Journal of General Systems

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publication date

27 June 2014

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zbMATH Keywords

variance-penalized MDPs

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dynamic programming

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risk penalties

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reinforcement learning

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Bellman equation

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03081079.2014.883387

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cites work

Learning Algorithms for Markov Decision Processes with Average Cost

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Risk-sensitive capacity control in revenue management

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Q4368722

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Q4257216

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Time consistent dynamic risk measures

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Target-level criterion in Markov decision processes

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Simulation-based algorithms for Markov decision processes.

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Variance-Penalized Markov Decision Processes

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Percentile performance criteria for limiting average Markov decision processes

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A risk-sensitive approach to total productive maintenance

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Q4393471

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Constrained Optimization for Average Cost Continuous-Time Markov Decision Processes

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Risk-Sensitive Markov Decision Processes

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Minimum risk probability for finite horizon semi-Markov decision processes

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Risk-sensitive control with HARA utility

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Risk-sensitive reinforcement learning

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Q3491338

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Q4224236

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Optimal threshold probability and expectation in semi-Markov decision processes

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Convergence results for single-step on-policy reinforcement-learning algorithms

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The variance of discounted Markov decision processes

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Minimising a threshold probability in discounted Markov decision processes

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Minimizing risk models in Markov decision processes with policies depending on target values

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Identifiers

zbMATH Open document ID

1295.90101

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DOI

10.1080/03081079.2014.883387

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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+Learning Algorithms for Markov Decision Processes with Average Cost
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@@ Property / cites work @@
+Risk-sensitive capacity control in revenue management
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+Q4368722
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+Normal rank
@@ Property / cites work @@
+Q4257216
@@ Property / cites work: Q4257216 / rank @@
+Normal rank
@@ Property / cites work @@
+Time consistent dynamic risk measures
@@ Property / cites work: Time consistent dynamic risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Target-level criterion in Markov decision processes
+Normal rank
@@ Property / cites work @@
+Simulation-based algorithms for Markov decision processes.
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+Variance-Penalized Markov Decision Processes
@@ Property / cites work: Variance-Penalized Markov Decision Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Percentile performance criteria for limiting average Markov decision processes
+Normal rank
@@ Property / cites work @@
+A risk-sensitive approach to total productive maintenance
+Normal rank
@@ Property / cites work @@
+Q4393471
@@ Property / cites work: Q4393471 / rank @@
+Normal rank
@@ Property / cites work @@
+Constrained Optimization for Average Cost Continuous-Time Markov Decision Processes
+Normal rank
@@ Property / cites work @@
+Risk-Sensitive Markov Decision Processes
@@ Property / cites work: Risk-Sensitive Markov Decision Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Minimum risk probability for finite horizon semi-Markov decision processes
+Normal rank
@@ Property / cites work @@
+Risk-sensitive control with HARA utility
@@ Property / cites work: Risk-sensitive control with HARA utility / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-sensitive reinforcement learning
@@ Property / cites work: Risk-sensitive reinforcement learning / rank @@
+Normal rank
@@ Property / cites work @@
+Q3491338
@@ Property / cites work: Q3491338 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4224236
@@ Property / cites work: Q4224236 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal threshold probability and expectation in semi-Markov decision processes
+Normal rank
@@ Property / cites work @@
+Convergence results for single-step on-policy reinforcement-learning algorithms
+Normal rank
@@ Property / cites work @@
+The variance of discounted Markov decision processes
+Normal rank
@@ Property / cites work @@
+Minimising a threshold probability in discounted Markov decision processes
+Normal rank
@@ Property / cites work @@
+Minimizing risk models in Markov decision processes with policies depending on target values
+Normal rank