Finite-horizon variance penalised Markov decision processes
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Publication:1374409
DOI10.1007/BF01539805zbMath0894.90161MaRDI QIDQ1374409
Publication date: 4 December 1997
Published in: OR Spektrum (Search for Journal in Brave)
convex polytopes; mean-variance tradeoff; vertex elimination; finite horizon Markov decision process; terminal rewards; variance penalty
90C40: Markov and semi-Markov decision processes
Related Items
Mean-variance problems for finite horizon semi-Markov decision processes, Notes on average Markov decision processes with a minimum-variance criterion, Algorithmic aspects of mean-variance optimization in Markov decision processes
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