Pages that link to "Item:Q4768244"
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The following pages link to Technical Note—Dynamic Programming and Probabilistic Constraints (Q4768244):
Displaying 9 items.
- Optimal mean-variance portfolio selection (Q513742) (← links)
- Maximal mean/standard deviation ratio in an undiscounted MDP (Q1064974) (← links)
- Utility, probabilistic constraints, mean and variance of discounted rewards in Markov decision processes (Q1091281) (← links)
- Non-homogeneous Markov decision processes with a constraint (Q1378679) (← links)
- Optimal stopping with a probabilistic constraint (Q1695821) (← links)
- Mean, variance and probabilistic criteria in finite Markov decision processes: A review (Q1821706) (← links)
- Monotone Sharpe ratios and related measures of investment performance (Q2001262) (← links)
- Experiments with dynamic programming algorithms for nonseparable problems (Q2367363) (← links)
- Constrained Dynamic Optimality and Binomial Terminal Wealth (Q4634645) (← links)
