Pages that link to "Item:Q1091952"
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The following pages link to A variance minimization problem for a Markov decision process (Q1091952):
Displaying 11 items.
- Analyzing operational risk-reward trade-offs for start-ups (Q320040) (← links)
- On mean reward variance in semi-Markov processes (Q811981) (← links)
- Mean-variance criteria in an undiscounted Markov decision process (Q1310718) (← links)
- A mathematical programming approach to a problem in variance penalised Markov decision processes (Q1317531) (← links)
- Notes on average Markov decision processes with a minimum-variance criterion (Q1612012) (← links)
- Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes (Q2232770) (← links)
- Algorithmic aspects of mean-variance optimization in Markov decision processes (Q2356186) (← links)
- Markov Decision Problems Where Means Bound Variances (Q2931706) (← links)
- Multi-objective discounted Markov decision processes with expectation and variance criteria (Q4012723) (← links)
- Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory (Q4304579) (← links)
- On the total reward variance for continuous-time Markov reward chains (Q5441521) (← links)
