Dynamic programming of expectation and variance
From MaRDI portal
Publication:1235066
DOI10.1016/S0022-247X(76)80001-7zbMath0349.90113MaRDI QIDQ1235066
Publication date: 1976
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Linear programming algorithms for semi-Markovian decision processes
- Instationäre dynamische Optimierung bei schwachen Voraussetzungen über die Gewinnfunktionen
- Markov decision processes with a new optimality criterion: Discrete time
- Markov-Renewal Programming. I: Formulation, Finite Return Models
- Markov Decision Processes with a New Optimality Criterion: Small Interest Rates