Notes on variance in randomized reward Markov decision processes

DOI10.1080/02522667.1997.10699317zbMATH Open0886.90176OpenAlexW1976745582MaRDI QIDQ4354095FDOQ4354095

Authors: Yoshinobu Kadota 

Publication date: 10 September 1997

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.1997.10699317

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zbMATH Keywords

Markov decision processescountable statesfinite actionsrandomized reward functiontotal variance of average rewards

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Variance-Penalized Markov Decision Processes
• Markov decision processes with a minimum-variance criterion
• Mean-variance criteria in an undiscounted Markov decision process
• Optimality equations and sensitive optimality in bounded Markov decision processes¹

Cited In (3)

• Second order optimality in Markov decision chains.
• Markov decision problems where means bound variances
• On mean reward variance in semi-Markov processes

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