A note on maximal mean/standard deviation ratio in an undiscounted MDP (Q1823169): Difference between revisions
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Revision as of 13:10, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
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| 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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