On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes (Q5254885): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/140968872 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2182209928 / rank | |||
Normal rank | |||
Revision as of 00:36, 20 March 2024
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 |
Statements
On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes (English)
0 references
10 June 2015
0 references
continuous-time Markov decision processes
0 references
state-action-dependent discount factors
0 references
first passage mean-optimality
0 references
first passage \(g\)-mean-based variance minimization
0 references
