Mean-Variance Analysis in Infinite Horizon Non-Discounted Markov Decision Processes: Technical Note (Q4718641)
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scientific article; zbMATH DE number 954590
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| English | Mean-Variance Analysis in Infinite Horizon Non-Discounted Markov Decision Processes: Technical Note |
scientific article; zbMATH DE number 954590 |
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Mean-Variance Analysis in Infinite Horizon Non-Discounted Markov Decision Processes: Technical Note (English)
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8 December 1996
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Lagrangean based parametric programming
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mean-variance problem in a Markov decision problem
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