A unified algorithm framework for mean-variance optimization in discounted Markov decision processes (Q6096629)
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scientific article; zbMATH DE number 7737919
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| English | A unified algorithm framework for mean-variance optimization in discounted Markov decision processes |
scientific article; zbMATH DE number 7737919 |
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A unified algorithm framework for mean-variance optimization in discounted Markov decision processes (English)
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15 September 2023
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dynamic programming
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Markov decision process
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discounted mean-variance
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bilevel optimization
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Bellman local-optimality equation
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