VARIANCE CONSTRAINED MARKOV DECISION PROCESS
DOI10.15807/JORSJ.30.88zbMATH Open0619.90078OpenAlexW2461671388MaRDI QIDQ3757702FDOQ3757702
Authors: Hajime Kawai, Naoki Katoh 
Publication date: 1987
Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15807/jorsj.30.88
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- Notes on average Markov decision processes with a minimum-variance criterion
- Variance-Penalized Markov Decision Processes
- Computational approaches to variance-penalized Markov decision processes
- A variance minimization problem for a Markov decision process
- An \(\varepsilon\)-approximation scheme for combinatorial optimization problems with minimum variance criterion
- Separable value functions for infinite horizon average reward Markov decision processes
- A fully polynomial time approximation scheme for minimum cost-reliability ratio problems
- A mathematical programming approach to a problem in variance penalised Markov decision processes
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