Finite-horizon variance penalised Markov decision processes (Q1374409)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Finite-horizon variance penalised Markov decision processes |
scientific article |
Statements
Finite-horizon variance penalised Markov decision processes (English)
0 references
4 December 1997
0 references
variance penalty
0 references
mean-variance tradeoff
0 references
convex polytopes
0 references
finite horizon Markov decision process
0 references
terminal rewards
0 references
vertex elimination
0 references