Pages that link to "Item:Q2409311"
From MaRDI portal
The following pages link to Optimization of Markov decision processes under the variance criterion (Q2409311):
Displaying 8 items.
- Finite horizon continuous-time Markov decision processes with mean and variance criteria (Q1628790) (← links)
- Mean-variance optimization of discrete time discounted Markov decision processes (Q1693714) (← links)
- Variance minimization of parameterized Markov decision processes (Q1745941) (← links)
- Optimization in curbing risk contagion among financial institutes (Q1797111) (← links)
- An average-value-at-risk criterion for Markov decision processes with unbounded costs (Q2689710) (← links)
- A Sensitivity‐Based Construction Approach to Variance Minimization of Markov Decision Processes (Q5215162) (← links)
- Mean-Semivariance Policy Optimization via Risk-Averse Reinforcement Learning (Q5870485) (← links)
- A unified algorithm framework for mean-variance optimization in discounted Markov decision processes (Q6096629) (← links)
