Pages that link to "Item:Q2356186"
From MaRDI portal
The following pages link to Algorithmic aspects of mean-variance optimization in Markov decision processes (Q2356186):
Displaying 12 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)
- (Q4998920) (← links)
- Risk-Sensitive Reinforcement Learning via Policy Gradient Search (Q5102286) (← links)
- Conditional value-at-risk: structure and complexity of equilibria (Q5919335) (← links)
