Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times (Q378766): Difference between revisions

@@ Property / DOI @@
-.1007/s10479-012-1230-2
@@ Property / DOI: 10.1007/s10479-012-1230-2 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C40
@@ Property / Mathematics Subject Classification ID: 90C40 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6225986
@@ Property / zbMATH DE Number: 6225986 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+MDP
@@ Property / zbMATH Keywords: MDP / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+variance
@@ Property / zbMATH Keywords: variance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+total discounted costs
@@ Property / zbMATH Keywords: total discounted costs / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stopping time
@@ Property / zbMATH Keywords: stopping time / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+discounting
@@ Property / zbMATH Keywords: discounting / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10479-012-1230-2
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+W2012752541
@@ Property / OpenAlex ID: W2012752541 / rank @@
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@@ Property / cites work @@
+SEMI-MARKOV DECISION PROCESSES
@@ Property / cites work: SEMI-MARKOV DECISION PROCESSES / rank @@
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@@ Property / cites work @@
+Q4547443
@@ Property / cites work: Q4547443 / rank @@
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@@ Property / cites work @@
+Finite state Markovian decision processes
@@ Property / cites work: Finite state Markovian decision processes / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach
+Normal rank
@@ Property / cites work @@
+An Inequality for Variances of the Discounted Rewards
+Normal rank
@@ Property / cites work @@
+Q4863593
@@ Property / cites work: Q4863593 / rank @@
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@@ Property / cites work @@
+Q4255598
@@ Property / cites work: Q4255598 / rank @@
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@@ Property / cites work @@
+Markov decision processes with a new optimality criterion: Continuous time
+Normal rank
@@ Property / cites work @@
+Q4739658
@@ Property / cites work: Q4739658 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4377607
@@ Property / cites work: Q4377607 / rank @@
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@@ Property / cites work @@
+Controlled random sequences: methods of convex analysis and problems with functional constraints
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@@ Property / cites work @@
+Stochastic Comparison of Discounted Rewards
@@ Property / cites work: Stochastic Comparison of Discounted Rewards / rank @@
+Normal rank
@@ Property / cites work @@
+The variance of discounted Markov decision processes
+Normal rank
@@ Property / cites work @@
+Maximal mean/standard deviation ratio in an undiscounted MDP
+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 @@
+On the total reward variance for continuous-time Markov reward chains
+Normal rank
@@ Property / cites work @@
+Mean, variance and probabilistic criteria in finite Markov decision processes: A review
+Normal rank
@@ Property / DOI @@
+.1007/S10479-012-1230-2
@@ Property / DOI: 10.1007/S10479-012-1230-2 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:378766