Pages that link to "Item:Q2356186"
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The following pages link to Algorithmic aspects of mean-variance optimization in Markov decision processes (Q2356186):
Displaying 9 items.
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
- Finite horizon continuous-time Markov decision processes with mean and variance criteria (Q1628790) (← links)
- An interactive dynamic approach based on hybrid swarm optimization for solving multiobjective programming problem with fuzzy parameters (Q1630124) (← links)
- Variance-constrained actor-critic algorithms for discounted and average reward MDPs (Q1689603) (← links)
- Variance minimization of parameterized Markov decision processes (Q1745941) (← links)
- A mean-variance optimization problem for discounted Markov decision processes (Q1926755) (← links)
- Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
- Optimization of Markov decision processes under the variance criterion (Q2409311) (← links)
- Markov Decision Problems Where Means Bound Variances (Q2931706) (← links)
