VARIANCE CONSTRAINED MARKOV DECISION PROCESS
DOI10.15807/JORSJ.30.88zbMATH Open0619.90078OpenAlexW2461671388MaRDI QIDQ3757702FDOQ3757702
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
Markovian deteriorationparametric Markov decision processsequential replacementoptimal randomized policy
Applications of mathematical programming (90C90) Reliability, availability, maintenance, inspection in operations research (90B25) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)
Cited In (5)
- Notes on average Markov decision processes with a minimum-variance criterion
- 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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