Mean-variance problems for finite horizon semi-Markov decision processes (Q887160)

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Mean-variance problems for finite horizon semi-Markov decision processes
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    Mean-variance problems for finite horizon semi-Markov decision processes (English)
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    28 October 2015
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    finite horizon semi-Markov decision processes
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    mean-variance optimal policy
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    dynamic programming
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    value iteration
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    policy improvement
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    linear programming
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