Variance-minimization of Markov control processes with pathwise constraints
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- scientific article; zbMATH DE number 1062627
- Markov control processes with pathwise constraints
Cites work
- Deterministic optimal policies for Markov control processes with pathwise constraints
- Estimation and control in Markov chains
- Markov control processes with pathwise constraints
- Markov decision processes with a minimum-variance criterion
- Markov Decision Processes with Sample Path Constraints: The Communicating Case
- Markov Decision Processes with Variance Minimization: A New Condition and Approach
- Multichain Markov Decision Processes with a Sample Path Constraint: A Decomposition Approach
- Sample path average optimality of Markov control processes with strictly unbounded cost
- Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes
- Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains
- Variance minimization for continuous-time Markov decision processes: two approaches
- Variance-Penalized Markov Decision Processes
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