Pages that link to "Item:Q4974732"
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The following pages link to Mean-Variance Criteria for Finite Continuous-Time Markov Decision Processes (Q4974732):
Displaying 8 items.
- Mean-variance problems for finite horizon semi-Markov decision processes (Q887160) (← links)
- 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)
- A mean-variance optimization problem for discounted Markov decision processes (Q1926755) (← links)
- Optimization of Markov decision processes under the variance criterion (Q2409311) (← links)
- Markov decision processes with iterated coherent risk measures (Q2938604) (← links)
- First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors (Q2949847) (← links)
- Policy Gradient Approach of Event‐Based Optimization and Its Online Implementation (Q5177188) (← links)
