Markov Decision Processes with a New Optimality Criterion: Small Interest Rates

DOI10.1214/AOMS/1177690860MaRDI QIDQ5670052zbMATH OpenOpenAlexFDO

Authors Stratton C. Jaquette

Publication date 1972

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177690860

Mathematics Subject Classification ID

Markov processes (60J99) Markov and semi-Markov decision processes (90C40)

Cited in

(6)

• Dynamic programming of expectation and variance
• Notes on average Markov decision processes with a minimum-variance criterion
• The first arrival model of continuous time Markovian decision programming -- the discounted rate is 0
• Markov decision problems where means bound variances
• On the total reward variance for continuous-time Markov reward chains
• On mean reward variance in semi-Markov processes

This page was built for publication: Markov Decision Processes with a New Optimality Criterion: Small Interest Rates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5670052)