Pages that link to "Item:Q3832356"

The following pages link to Variance-Penalized Markov Decision Processes (Q3832356):

Displaying 32 items.

• A price-setting newsvendor problem under mean-variance criteria (Q320035) (← links)
• Analyzing operational risk-reward trade-offs for start-ups (Q320040) (← links)
• Trading performance for stability in Markov decision processes (Q340568) (← links)
• Variance-penalized response-adaptive randomization with mismeasurement (Q419338) (← links)
• Solution strategies for variance minimization problems (Q810378) (← links)
• On mean reward variance in semi-Markov processes (Q811981) (← links)
• Mean-variance problems for finite horizon semi-Markov decision processes (Q887160) (← links)
• Computational approaches to variance-penalised Markov decision processes (Q1198139) (← links)
• Mean-variance criteria in an undiscounted Markov decision process (Q1310718) (← links)
• A mathematical programming approach to a problem in variance penalised Markov decision processes (Q1317531) (← links)
• Finite-horizon variance penalised Markov decision processes (Q1374409) (← 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)
• Variance-constrained actor-critic algorithms for discounted and average reward MDPs (Q1689603) (← links)
• Stochastic optimization of forward recursive functions (Q1826762) (← links)
• Optimal policy for minimizing risk models in Markov decision processes (Q1849140) (← links)
• Efficient algorithms for risk-sensitive Markov decision processes with limited budget (Q2060792) (← links)
• Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
• Semi-Markov decision processes with variance minimization criterion (Q2342919) (← links)
• Algorithmic aspects of mean-variance optimization in Markov decision processes (Q2356186) (← links)
• Time consistent dynamic risk measures (Q2500793) (← links)
• A risk-sensitive approach to total productive maintenance (Q2507920) (← links)
• Computational Methods for Risk-Averse Undiscounted Transient Markov Models (Q2875608) (← links)
• Markov Decision Problems Where Means Bound Variances (Q2931706) (← links)
• Variance-minimization of Markov control processes with pathwise constraints (Q3145054) (← links)
• Augmenting Markov Cohort Analysis to Compute (Co)Variances: Implications for Strength of Cost-Effectiveness (Q5060793) (← 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)
• 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)
• Approximate solutions to constrained risk-sensitive Markov decision processes (Q6113325) (← links)