Remarks on maximal meanstandard devition ratio in undiscounted mdps

DOI10.1080/02331939208843865MaRDI QIDQ4327982zbMATH OpenOpenAlexFDO

Authors Kun-Jen Chung

Publication date 27 March 1995

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331939208843865

zbMATH Keywords

mean-varianceoptimal stationary probability distributionparametric analysisundiscounted Markov decision process

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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• A fifth bibliography of fractional programming^*
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• On mean-standard deviation ratio problems and beyond via c-programming
• Fluctuation Bounds for the Max-Weight Policy with Applications to State Space Collapse

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