On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes (Q5254885): Difference between revisions
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scientific article; zbMATH DE number 6444739
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes |
scientific article; zbMATH DE number 6444739 |
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On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes (English)
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10 June 2015
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continuous-time Markov decision processes
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state-action-dependent discount factors
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first passage mean-optimality
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first passage \(g\)-mean-based variance minimization
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