On mean reward variance in semi-Markov processes
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Publication:811981
DOI10.1007/S00186-005-0039-ZzbMATH Open1080.90084OpenAlexW2142178447MaRDI QIDQ811981FDOQ811981
Authors: 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
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Continuous-time Markov processes on discrete state spaces (60J27) Markov and semi-Markov decision processes (90C40)
Cites Work
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- On Finding Optimal Policies for Markov Decision Chains: A Unifying Framework for Mean-Variance-Tradeoffs
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- Calculating the variance in Markov-processes with random reward
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- Optimal solutions for undiscounted variance penalized Markov decision chains
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- Markov Decision Processes with a New Optimality Criterion: Small Interest Rates
Cited In (8)
- A multivariate reward process defined on a semi-Markov process and its first-passage-time distributions
- Exact distributions for reward functions on semi-Markov and Markov additive processes
- Title not available (Why is that?)
- Mean-variance problems for finite horizon semi-Markov decision processes
- Some reward paths in semi-Markov models with stochastic selection of the transition probabilities
- Title not available (Why is that?)
- An alternative approach to the analysis of finite semi-markov and related processes
- On the total reward variance for continuous-time Markov reward chains
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