Pages that link to "Item:Q1090254"
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The following pages link to Markov decision processes with a minimum-variance criterion (Q1090254):
Displayed 14 items.
- Variance minimization for continuous-time Markov decision processes: two approaches (Q716529) (← links)
- On mean reward variance in semi-Markov processes (Q811981) (← links)
- Mean-variance problems for finite horizon semi-Markov decision processes (Q887160) (← links)
- Notes on average Markov decision processes with a minimum-variance criterion (Q1612012) (← links)
- Bias optimality and strong \(n\) \((n= -1,0)\) discount optimality for Markov decision processes (Q2371871) (← links)
- Sample-path optimality and variance-maximization for Markov decision processes (Q2460036) (← links)
- STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS<sup>*</sup> (Q2710472) (← links)
- First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors (Q2949847) (← links)
- Variance-minimization of Markov control processes with pathwise constraints (Q3145054) (← links)
- Markov Decision Processes with Variance Minimization: A New Condition and Approach (Q3446961) (← links)
- On the General Utility of Discounted Markov Decision Processes (Q4212711) (← links)
- Notes on variance in randomized reward Markov decision processes (Q4354095) (← links)
- Optimal ergodic control of Markov diffusion processes with minimum variance (Q5410815) (← links)
- On the total reward variance for continuous-time Markov reward chains (Q5441521) (← links)
