First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors (Q2949847)

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First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors
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    First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors (English)
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    2 October 2015
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    discrete-time Markov decision process
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    varying discount factor
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    unbounded reward
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    first passage optimality
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    variance minimisation
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