Notes on average Markov decision processes with a minimum-variance criterion
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Publication:1612012
DOI10.1016/S0167-6377(02)00109-8zbMath1040.90046MaRDI QIDQ1612012
Publication date: 28 August 2002
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6377(02)00109-8
Markov decision process; variance minimization; average criterion; \(\varepsilon\)-strong variance optimal policy
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