Mean-variance optimization of continuous time Markov decision processes

DOI10.1007/S10626-026-00424-1MaRDI QIDQ6862342zbMATH OpenFDO

Authors Ziyang Zhou, Junyu Zhang

Publication date 9 February 2026

Published in Discrete Event Dynamic Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10626-026-00424-1

zbMATH Keywords

continuous-time Markov decision processmean and variance metricsensitivity-based optimizationtrust region method

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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