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

@@ Property / arXiv ID @@
+.07095
@@ Property / arXiv ID: 1708.07095 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5425954
@@ Property / cites work: Q5425954 / rank @@
+Normal rank
@@ Property / cites work @@
+The $n$th-Order Bias Optimality for Multichain Markov Decision Processes
+Normal rank
@@ Property / cites work @@
+Mean-Variance Tradeoffs in an Undiscounted MDP: The Unichain Case
+Normal rank
@@ Property / cites work @@
+On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes
+Normal rank
@@ Property / cites work @@
+Mean-Variance Criteria for Finite Continuous-Time Markov Decision Processes
+Normal rank
@@ Property / cites work @@
+Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes
+Normal rank
@@ Property / cites work @@
+The risk probability criterion for discounted continuous-time Markov decision processes
+Normal rank
@@ Property / cites work @@
+The variance of discounted Markov decision processes
+Normal rank
@@ Property / cites work @@
+Mean-Variance Tradeoffs in an Undiscounted MDP
@@ Property / cites work: Mean-Variance Tradeoffs in an Undiscounted MDP / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization of Markov decision processes under the variance criterion
+Normal rank
@@ Property / cites work @@
+Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
+Normal rank