The variance of discounted Markov decision processes (Q4739691)

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scientific article; zbMATH DE number 3793803
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The variance of discounted Markov decision processes
scientific article; zbMATH DE number 3793803

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    The variance of discounted Markov decision processes (English)
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    1982
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    policy improvement
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    value of single-stage rewards
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    finite Markov decision process
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    semi-Markov decision process
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    variance formula
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    higher moments formulas
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