On mean reward variance in semi-Markov processes

DOI10.1007/s00186-005-0039-zzbMath1080.90084MaRDI QIDQ811981

Karel Sladký

Publication date: 23 January 2006

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-005-0039-z

zbMATH Keywords

Asymptotic behaviour; Markov and semi-Markov processes with rewards; Variance of cumulative reward

Mathematics Subject Classification ID

90C40: Markov and semi-Markov decision processes

60J27: Continuous-time Markov processes on discrete state spaces

Related Items

Mean-variance problems for finite horizon semi-Markov decision processes

Cites Work

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