Multi-objective discounted Markov decision processes with expectation and variance criteria
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Publication:4012723
DOI10.1080/00207729208949257zbMath0755.90087OpenAlexW2043624065MaRDI QIDQ4012723
Katsuhisa Ohno, Qiu Sheng Liu, Hirotaka Nakayama
Publication date: 27 September 1992
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207729208949257
satisficing trade-off methodmulti-objective discounted Markov decision processstationary satisfactory Pareto policy
Cites Work
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- Theory of multiobjective optimization
- A variance minimization problem for a Markov decision process
- A generalized Lagrangian function and multiplier method
- Finite state Markovian decision processes
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- The variance of discounted Markov decision processes
- A Class of Variance-Constrained Problems