Variability Sensitive Markov Decision Processes

DOI10.1287/moor.17.3.558zbMath0768.90084OpenAlexW2163996676MaRDI QIDQ4022018

Melike Baykal-Gürsoy, Keith W. Ross

Publication date: 17 January 1993

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.17.3.558

zbMATH Keywords

variabilityfinite state and action spacestime-average Markov decision processes

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (5)

A price-setting newsvendor problem under mean-variance criteria ⋮ Analyzing operational risk-reward trade-offs for start-ups ⋮ Markov Decision Problems Where Means Bound Variances ⋮ A note on two-person zero-sum communicating stochastic games ⋮ Notes on average Markov decision processes with a minimum-variance criterion

This page was built for publication: Variability Sensitive Markov Decision Processes