A sensitivity-based construction approach to variance minimization of Markov decision processes
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Cites work
- A mean-variance optimization problem for discounted Markov decision processes
- A time aggregation approach to Markov decision processes
- Basic ideas for event-based optimization of Markov systems
- scientific article; zbMATH DE number 1325008 (Why is no real title available?)
- scientific article; zbMATH DE number 700091 (Why is no real title available?)
- Markov Chains and Stochastic Stability
- Mean, variance and probabilistic criteria in finite Markov decision processes: A review
- Optimization of Markov decision processes under the variance criterion
- Sample-path optimality and variance-maximization for Markov decision processes
- Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes
- Stochastic learning and optimization. A sensitivity-based approach.
- The nth-Order Bias Optimality for Multichain Markov Decision Processes
- The Potential Structure of Sample Paths and Performance Sensitivities of Markov Systems
- Variance-Penalized Markov Decision Processes
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