On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes (Q5254885)
From MaRDI portal
scientific article; zbMATH DE number 6444739
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes |
scientific article; zbMATH DE number 6444739 |
Statements
On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes (English)
0 references
10 June 2015
0 references
continuous-time Markov decision processes
0 references
state-action-dependent discount factors
0 references
first passage mean-optimality
0 references
first passage \(g\)-mean-based variance minimization
0 references
0 references
0 references
0 references
0 references
0 references
0 references
