Markov decision processes with a minimum-variance criterion
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- scientific article; zbMATH DE number 1062627
- Markov Decision Processes with Variance Minimization: A New Condition and Approach
- Notes on average Markov decision processes with a minimum-variance criterion
- Optimization of Markov decision processes under the variance criterion
- Mean-variance criteria in an undiscounted Markov decision process
Cites work
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- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- Alternative Theoretical Frameworks for Finite Horizon Discrete-Time Stochastic Optimal Control
- Denumerable state semi-Markov decision processes with unbounded costs, average cost criterion
- Discounted semi-Markov decision processes: linear programming and policy iteration
- Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
- Estimation and control in Markov chains
- Markov Decision Processes with a Borel Measurable Cost Function—The Average Case
- Markov decision processes with a new optimality criterion: Discrete time
- Semi-Markov decision processes with a reachable state-subset
- Stochastic optimal control. The discrete time case
- The variance of discounted Markov decision processes
Cited in
(27)- Min-problem for Markov moments and the speed of response
- On the General Utility of Discounted Markov Decision Processes
- Discrete-time nonstationary average stochastic games
- Notes on average Markov decision processes with a minimum-variance criterion
- Solving Markovian decision processes by successive elimination of variables
- Optimization of Markov decision processes under the variance criterion
- Variance minimization of parameterized Markov decision processes
- Optimal ergodic control of Markov diffusion processes with minimum variance
- First passage optimality and variance minimisation of Markov decision processes with varying discount factors
- STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS*
- VARIANCE CONSTRAINED MARKOV DECISION PROCESS
- Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes
- Mean-Variance Criteria for Finite Continuous-Time Markov Decision Processes
- Mean-variance problems for finite horizon semi-Markov decision processes
- Bias optimality and strong n (n= -1,0) discount optimality for Markov decision processes
- Markov Decision Processes with Variance Minimization: A New Condition and Approach
- A variance minimization problem for a Markov decision process
- Variance-minimization of Markov control processes with pathwise constraints
- Notes on variance in randomized reward Markov decision processes
- Mean-variance criteria in an undiscounted Markov decision process
- Semi-Markov decision processes with variance minimization criterion
- scientific article; zbMATH DE number 4037634 (Why is no real title available?)
- Sample-path optimality and variance-maximization for Markov decision processes
- Controlled Markov decision processes with AVaR criteria for unbounded costs
- On the total reward variance for continuous-time Markov reward chains
- On mean reward variance in semi-Markov processes
- Variance minimization for continuous-time Markov decision processes: two approaches
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