Mean-Variance Tradeoffs in an Undiscounted MDP: The Unichain Case

DOI10.1287/opre.42.1.184zbMath0797.90110OpenAlexW2067110063MaRDI QIDQ4287610

Kun-Jen Chung

Publication date: 3 May 1994

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

Full work available at URL: https://doi.org/10.1287/opre.42.1.184

zbMATH Keywords

computation of Pareto optimaunichain, undiscounted Markov decision process

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (9)

Analyzing operational risk-reward trade-offs for start-ups ⋮ Trading performance for stability in Markov decision processes ⋮ Markov Decision Problems Where Means Bound Variances ⋮ Optimization of Markov decision processes under the variance criterion ⋮ A unified algorithm framework for mean-variance optimization in discounted Markov decision processes ⋮ Mean-variance optimization of discrete time discounted Markov decision processes ⋮ Variance minimization of parameterized Markov decision processes ⋮ Mean-Semivariance Policy Optimization via Risk-Averse Reinforcement Learning ⋮ Notes on average Markov decision processes with a minimum-variance criterion

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