Nonstationary denumerable state Markov decision processes -- with average variance criterion
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Publication:1299921
zbMath1016.90071MaRDI QIDQ1299921
Publication date: 7 September 1999
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
optimal Markov policies; discrete-time Markov decision processes; optimality equations; average expected reward criterion; average variance criterion; nonstationary Markov decision processes
62M05: Markov processes: estimation; hidden Markov models
90C40: Markov and semi-Markov decision processes
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