Variance-Penalized Markov Decision Processes
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Publication:3832356
DOI10.1287/moor.14.1.147zbMath0676.90096OpenAlexW2057510529MaRDI QIDQ3832356
Huey-Miin Lee, Lodewijk C. M. Kallenberg, Jerzy A. Filar
Publication date: 1989
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.14.1.147
average rewarddiscounted rewardfinite statefinite actiondiscrete time Markov decision processinfinite horizon processes
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