Mean-variance problems for finite horizon semi-Markov decision processes (Q887160): Difference between revisions

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-Yong-hui Huang
@@ Property / author: Yong-hui Huang / rank @@
-Normal rank
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+Yong-hui Huang
@@ Property / author: Yong-hui Huang / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00245-014-9278-9
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+W1971843684
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@@ Property / cites work @@
+Continuous-time mean-variance portfolio optimization in a jump-diffusion market
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+Variance-Penalized Markov Decision Processes
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+Markov decision processes with average-value-at-risk criteria
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+Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
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+Finite-horizon variance penalised Markov decision processes
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+Continuous-time Markov decision processes. Theory and applications
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+A mean-variance optimization problem for discounted Markov decision processes
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+Finite horizon semi-Markov decision processes with application to maintenance systems
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+Minimum risk probability for finite horizon semi-Markov decision processes
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@@ links / mardi / name / links / mardi / name @@
+Publication:887160