Variability Sensitive Markov Decision Processes

DOI10.1287/MOOR.17.3.558MaRDI QIDQ4022018zbMATH OpenOpenAlexFDO

Authors 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)

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(10)

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• Dynamic stochastic multiattribute decision-making that considers stochastic variable variance characteristics under time-sequence contingency environments
• Notes on average Markov decision processes with a minimum-variance criterion
• SEMI-MARKOV DECISION PROCESSES
• VARIANCE CONSTRAINED MARKOV DECISION PROCESS
• A price-setting newsvendor problem under mean-variance criteria
• Analyzing operational risk-reward trade-offs for start-ups
• Trading performance for stability in Markov decision processes
• Trading performance for stability in Markov decision processes
• A note on two-person zero-sum communicating stochastic games

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