Mean-variance optimization of continuous time Markov decision processes (Q6862342)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 8156226
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Mean-variance optimization of continuous time Markov decision processes |
scientific article; zbMATH DE number 8156226 |
Statements
Mean-variance optimization of continuous time Markov decision processes (English)
0 references
9 February 2026
0 references
continuous-time Markov decision process
0 references
mean and variance metric
0 references
sensitivity-based optimization
0 references
trust region method
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
