Finite-horizon variance penalised Markov decision processes (Q1374409)
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scientific article; zbMATH DE number 1094849
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| English | Finite-horizon variance penalised Markov decision processes |
scientific article; zbMATH DE number 1094849 |
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Finite-horizon variance penalised Markov decision processes (English)
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4 December 1997
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variance penalty
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mean-variance tradeoff
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convex polytopes
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finite horizon Markov decision process
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terminal rewards
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vertex elimination
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0.8891550898551941
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0.8840683698654175
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0.8369624018669128
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0.8348878622055054
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0.8322579264640808
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