Mean-Variance Criteria for Finite Continuous-Time Markov Decision Processes
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Publication:4974732
DOI10.1109/TAC.2009.2023833zbMath1367.90113MaRDI QIDQ4974732
Publication date: 8 August 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Related Items (8)
Finite horizon continuous-time Markov decision processes with mean and variance criteria ⋮ Markov decision processes with iterated coherent risk measures ⋮ Optimization of Markov decision processes under the variance criterion ⋮ A mean-variance optimization problem for discounted Markov decision processes ⋮ Mean-variance problems for finite horizon semi-Markov decision processes ⋮ First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors ⋮ Mean-variance optimization of discrete time discounted Markov decision processes ⋮ Policy Gradient Approach of Event‐Based Optimization and Its Online Implementation
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