A note on maximal mean/standard deviation ratio in an undiscounted MDP (Q1823169): Difference between revisions
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| Property / cites work: On Linear Programming in a Markov Decision Problem / rank | |||
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| Property / cites work: Maximal mean/standard deviation ratio in an undiscounted MDP / rank | |||
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| Property / cites work: Mean-Variance Tradeoffs in an Undiscounted MDP / rank | |||
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| Property / cites work: Mean, variance and probabilistic criteria in finite Markov decision processes: A review / rank | |||
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Latest revision as of 10:36, 20 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on maximal mean/standard deviation ratio in an undiscounted MDP |
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A note on maximal mean/standard deviation ratio in an undiscounted MDP (English)
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1989
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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.
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undiscounted MDP
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mean-variance
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stationary policy
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