A note on maximal mean/standard deviation ratio in an undiscounted MDP (Q1823169): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: On Linear Programming in a Markov Decision Problem / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Maximal mean/standard deviation ratio in an undiscounted MDP / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Mean-Variance Tradeoffs in an Undiscounted MDP / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Mean, variance and probabilistic criteria in finite Markov decision processes: A review / rank | |||
Normal rank | |||
Latest revision as of 09:36, 20 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on maximal mean/standard deviation ratio in an undiscounted MDP |
scientific article |
Statements
A note on maximal mean/standard deviation ratio in an undiscounted MDP (English)
0 references
1989
0 references
A stationary policy in an MDP (Markov decision process) induces a stationary probability distribution of the reward from each initial state. This note is related to the problem of maximizing the mean/standard deviation ratio of the stationary distribution. It concludes that a pure policy optimum exists.
0 references
undiscounted MDP
0 references
mean-variance
0 references
stationary policy
0 references
