Markov Decision Processes with Variance Minimization: A New Condition and Approach
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Cites work
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- Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
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Cited in
(24)- Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains
- The variational calculus and approximation in policy space for Markovian decision processes
- Markov decision processes with a minimum-variance criterion
- Notes on average Markov decision processes with a minimum-variance criterion
- Average sample-path optimality for continuous-time Markov decision processes in Polish spaces
- Semi-Markov decision processes with variance minimization criterion
- Optimization of Markov decision processes under the variance criterion
- Sample-path optimality and variance-maximization for Markov decision processes
- Average optimality for continuous-time Markov decision processes with a policy iteration approach
- Variance-minimization of Markov control processes with pathwise constraints
- Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces
- VARIANCE CONSTRAINED MARKOV DECISION PROCESS
- scientific article; zbMATH DE number 4037634 (Why is no real title available?)
- Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times
- scientific article; zbMATH DE number 1062627 (Why is no real title available?)
- scientific article; zbMATH DE number 1829649 (Why is no real title available?)
- Asymptotic normality of discrete-time Markov control processes
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- Variance minimization for continuous-time Markov decision processes: two approaches
- Mean-variance problems for finite horizon semi-Markov decision processes
- Strong n-discount and finite-horizon optimality for continuous-time Markov decision processes
- Policy iteration for continuous-time average reward Markov decision processes in Polish spaces
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