Variance minimization of parameterized Markov decision processes
From MaRDI portal
Recommendations
- Optimization of Markov decision processes under the variance criterion
- Mean-variance optimization of discrete time discounted Markov decision processes
- Markov decision processes with a minimum-variance criterion
- Variance-Penalized Markov Decision Processes
- A sensitivity-based construction approach to variance minimization of Markov decision processes
Cites work
- scientific article; zbMATH DE number 1321699 (Why is no real title available?)
- scientific article; zbMATH DE number 700091 (Why is no real title available?)
- A mean-variance optimization problem for discounted Markov decision processes
- Algorithmic aspects of mean-variance optimization in Markov decision processes
- Approximate Dynamic Programming
- Continuous-time Markov decision processes. Theory and applications
- Dynamic programming and optimal control. Vol. 2
- Event-based optimization of admission control in open queueing networks
- Handbook of Markov decision processes. Methods and applications
- Mean-Variance Tradeoffs in an Undiscounted MDP
- Mean-Variance Tradeoffs in an Undiscounted MDP: The Unichain Case
- On the Complexity of the Policy Improvement Algorithm for Markov Decision Processes
- On the first passage \(g\)-mean-variance optimality for discounted continuous-time Markov decision processes
- Optimization of Markov decision processes under the variance criterion
- Parameterized Markov decision process and its application to service rate control
- Perturbation realization, potentials, and sensitivity analysis of Markov processes
- Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes
- Simulation-based optimization of Markov reward processes
- Stochastic learning and optimization. A sensitivity-based approach.
- The risk probability criterion for discounted continuous-time Markov decision processes
Cited in
(19)- A parametric characterization of mean-variance efficient solutions for general feasible action sets
- Parameterized Markov decision process and its application to service rate control
- The variational calculus and approximation in policy space for Markovian decision processes
- Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces
- Multi-objective discounted Markov decision processes with expectation and variance criteria
- Computational approaches to variance-penalised Markov decision processes
- A sensitivity-based construction approach to variance minimization of Markov decision processes
- Variance-penalized Markov decision processes: dynamic programming and reinforcement learning techniques
- Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times
- Learning the variance of the reward-to-go
- Optimal dividend problems with a risk probability criterion
- Variability Sensitive Markov Decision Processes
- scientific article; zbMATH DE number 1944279 (Why is no real title available?)
- VARIANCE CONSTRAINED MARKOV DECISION PROCESS
- Optimization of Markov decision processes under the variance criterion
- An average-value-at-risk criterion for Markov decision processes with unbounded costs
- Markov Decision Processes with Variance Minimization: A New Condition and Approach
- Variance-constrained actor-critic algorithms for discounted and average reward MDPs
- Approximate gradient methods in policy-space optimization of Markov reward processes
This page was built for publication: Variance minimization of parameterized Markov decision processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1745941)
