Mean-variance optimization of discrete time discounted Markov decision processes (Q1693714): Difference between revisions

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+Q5425954
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+The $n$th-Order Bias Optimality for Multichain Markov Decision Processes
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+Mean-Variance Tradeoffs in an Undiscounted MDP: The Unichain Case
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+On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes
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+Mean-Variance Criteria for Finite Continuous-Time Markov Decision Processes
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+Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes
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+The risk probability criterion for discounted continuous-time Markov decision processes
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+The variance of discounted Markov decision processes
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+Mean-Variance Tradeoffs in an Undiscounted MDP
@@ Property / cites work: Mean-Variance Tradeoffs in an Undiscounted MDP / rank @@
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+Optimization of Markov decision processes under the variance criterion
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+Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
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+Publication:1693714