Notes on variance in randomized reward Markov decision processes

DOI10.1080/02522667.1997.10699317MaRDI QIDQ4354095zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Markov decision processescountable statesfinite actionsrandomized reward functiontotal variance of average rewards

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cites work

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• 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
• Variance-Penalized Markov Decision Processes

Cited in

(3)

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

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