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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    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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