Markov Decision Problems Where Means Bound Variances (Q2931706): Difference between revisions

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+Optimal Sequential Selection of a Unimodal Subsequence of a Random Sequence
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+Optimal Online Selection of an Alternating Subsequence: A Central Limit Theorem
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+Online Selection of Alternating Subsequences from a Random Sample
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+Sequential selection of an increasing sequence from a multidimensional random sample.
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+Risk-sensitive capacity control in revenue management
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+Variability Sensitive Markov Decision Processes
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+Information Relaxations and Duality in Stochastic Dynamic Programs
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+Optimal rules for the sequential selection of monotone subsequences of maximum expected length
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+A central limit theorem for the optimal selection process for monotone subsequences of maximum expected length
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+‘Wald's Lemma' for sums of order statistics of i.i.d. random variables
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+Stochastic Depletion Problems: Effective Myopic Policies for a Class of Dynamic Optimization Problems
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+Mean-Variance Tradeoffs in an Undiscounted MDP: The Unichain Case
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+Discounted MDP’s: Distribution Functions and Exponential Utility Maximization
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+Optimal selection of stochastic intervals under a sum constraint
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+A Stochastic Sequential Allocation Model
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+An Inequality for Variances of the Discounted Rewards
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+Variance-Penalized Markov Decision Processes
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+Stochastic Dominance-Constrained Markov Decision Processes
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+Q4012003
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+On Finding Optimal Policies for Markov Decision Chains: A Unifying Framework for Mean-Variance-Tradeoffs
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+Limit theorems for correlated Bernoulli random variables
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+Markov Decision Processes with a New Optimality Criterion: Small Interest Rates
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+Markov decision processes with a new optimality criterion: Discrete time
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+A variance minimization problem for a Markov decision process
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+Tauberian Theory
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+Algorithmic aspects of mean-variance optimization in Markov decision processes
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+The Dynamic and Stochastic Knapsack Problem with Deadlines
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+Optimal Sequential Investment Decisions Under Conditions of Uncertainty
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+A note on the selection of random variables under a sum constraint
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+Risk-averse dynamic programming for Markov decision processes
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+Optimal sequential selection of a monotone sequence from a random sample
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+The variance of discounted Markov decision processes
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+Maximal mean/standard deviation ratio in an undiscounted MDP
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+Mean-Variance Tradeoffs in an Undiscounted MDP
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+An Analysis of Bid-Price Controls for Network Revenue Management
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+Mean, variance and probabilistic criteria in finite Markov decision processes: A review
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