Mean-variance problems for finite horizon semi-Markov decision processes (Q887160)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Mean-variance problems for finite horizon semi-Markov decision processes
scientific article

    Statements

    Mean-variance problems for finite horizon semi-Markov decision processes (English)
    0 references
    0 references
    0 references
    28 October 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    finite horizon semi-Markov decision processes
    0 references
    mean-variance optimal policy
    0 references
    dynamic programming
    0 references
    value iteration
    0 references
    policy improvement
    0 references
    linear programming
    0 references
    0 references