Pages that link to "Item:Q1821706"
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The following pages link to Mean, variance and probabilistic criteria in finite Markov decision processes: A review (Q1821706):
Displayed 28 items.
- Analyzing operational risk-reward trade-offs for start-ups (Q320040) (← links)
- Discounting axioms imply risk neutrality (Q378764) (← links)
- Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times (Q378766) (← links)
- Threshold probability of non-terminal type in finite horizon Markov decision processes (Q640993) (← links)
- On mean reward variance in semi-Markov processes (Q811981) (← links)
- Optimal control by random sequences with constraints (Q1177828) (← links)
- Optimization models for the first arrival target distribution function in discrete time (Q1270930) (← links)
- Minimizing risk models in Markov decision processes with policies depending on target values (Q1282996) (← links)
- Mean-variance criteria in an undiscounted Markov decision process (Q1310718) (← links)
- Optimal models for the first arrival time distribution function in continuous time -- with a special case (Q1335393) (← links)
- Non-homogeneous Markov decision processes with a constraint (Q1378679) (← links)
- Notes on average Markov decision processes with a minimum-variance criterion (Q1612012) (← links)
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
- A note on maximal mean/standard deviation ratio in an undiscounted MDP (Q1823169) (← links)
- Optimal policy for minimizing risk models in Markov decision processes (Q1849140) (← links)
- Reliability of internal prediction/estimation and its application. I: Adaptive action selection reflecting reliability of value function (Q1886590) (← links)
- Markov decision processes with average-value-at-risk criteria (Q1935914) (← links)
- Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
- Experiments with dynamic programming algorithms for nonseparable problems (Q2367363) (← links)
- Computational Methods for Risk-Averse Undiscounted Transient Markov Models (Q2875608) (← links)
- Markov Decision Problems Where Means Bound Variances (Q2931706) (← links)
- An Inequality for Variances of the Discounted Rewards (Q3402070) (← links)
- Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory (Q4304579) (← links)
- Risk-Constrained Reinforcement Learning with Percentile Risk Criteria (Q4558492) (← links)
- (Q4998920) (← links)
- A Sensitivity‐Based Construction Approach to Variance Minimization of Markov Decision Processes (Q5215162) (← links)
- On the total reward variance for continuous-time Markov reward chains (Q5441521) (← links)
- Markov decision processes (Q5904001) (← links)