A mean-variance optimization problem for discounted Markov decision processes (Q1926755): Difference between revisions

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Latest revision as of 01:28, 6 July 2024

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A mean-variance optimization problem for discounted Markov decision processes
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    A mean-variance optimization problem for discounted Markov decision processes (English)
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    29 December 2012
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    mean
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    variance criterion
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    finite continuous-time mdps
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    discounted reward
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    policy iteration algorithm
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    efficient frontier
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