Variance minimization of parameterized Markov decision processes

DOI10.1007/S10626-017-0258-5zbMath1384.93142OpenAlexW2745792398MaRDI QIDQ1745941

Li Xia

Publication date: 18 April 2018

Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10626-017-0258-5

zbMATH Keywords

discrete event systemMarkov decision processvariance criterionsensitivity-based optimizationparametric policy

Mathematics Subject Classification ID

Discrete event control/observation systems (93C65) Markov and semi-Markov decision processes (90C40) Stochastic systems in control theory (general) (93E03)

Related Items (3)

Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces ⋮ Optimal dividend problems with a risk probability criterion ⋮ An average-value-at-risk criterion for Markov decision processes with unbounded costs

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