scientific article; zbMATH DE number 2159172

MaRDI QIDQ4667111zbMATH OpenFDO

Authors Karel Sladký, Milan Sitař

Publication date 19 April 2005

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)

Recommendations

• On Finding Optimal Policies for Markov Decision Chains: A Unifying Framework for Mean-Variance-Tradeoffs
• Optimal solutions for undiscounted variance penalized Markov decision chains
• Mean-Variance Tradeoffs in an Undiscounted MDP
• Variance-Penalized Markov Decision Processes
• scientific article; zbMATH DE number 4037634

Cited in

(6)

• The variational calculus and approximation in policy space for Markovian decision processes
• Computational approaches to variance-penalised Markov decision processes
• Generation of stationary control policies with best expected performance for a family of Markov chains
• On Finding Optimal Policies for Markov Decision Chains: A Unifying Framework for Mean-Variance-Tradeoffs
• Variance-penalized Markov decision processes: dynamic programming and reinforcement learning techniques
• Optimal solutions for undiscounted variance penalized Markov decision chains

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4667111)