Mean-variance optimality for semi-Markov decision processes under first passage criteria. (Q5271024)
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scientific article; zbMATH DE number 6738594
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| English | Mean-variance optimality for semi-Markov decision processes under first passage criteria. |
scientific article; zbMATH DE number 6738594 |
Statements
Mean-variance optimality for semi-Markov decision processes under first passage criteria (English)
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3 July 2017
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semi-Markov decision processes
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first passage time
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unbounded reward rate
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minimal variance
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mean-variance optimal policy
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0.9000118970870972
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0.8780847191810608
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0.8632705211639404
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0.8590811491012573
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0.8506015539169312
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