Finite-horizon variance penalised Markov decision processes (Q1374409): Difference between revisions

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Property / cites work: Finite-horizon dynamic optimisation when the terminal reward is a concave functional of the distribution of the final state / rank
 
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Property / cites work: Finite state Markovian decision processes / rank
 
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Latest revision as of 09:48, 28 May 2024

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Finite-horizon variance penalised Markov decision processes
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    Finite-horizon variance penalised Markov decision processes (English)
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    4 December 1997
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    variance penalty
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    mean-variance tradeoff
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    convex polytopes
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    finite horizon Markov decision process
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    terminal rewards
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    vertex elimination
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