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Volumn 62, Issue 3, 2005, Pages 387-397

On mean reward variance in semi-Markov processes

Author keywords

[No Author keywords available]

Indexed keywords

ASYMPTOTIC STABILITY; DISCRETE TIME CONTROL SYSTEMS; EMBEDDED SYSTEMS; RECURSIVE FUNCTIONS;

EID: 28544436552     PISSN: 14322994     EISSN: 14325217     Source Type: Journal    
DOI: 10.1007/s00186-005-0039-z     Document Type: Conference Paper
Times cited : (7)

References (16)
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    • Benito, F.1
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    • Filar, J.1    Lcm, K.2    Lee, H.-M.3
  • 3
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    • On finding optimal policies for Markov decision chains: A unifying framework for mean-variance-tradeoffs
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    • Huang, Y.1    Lcm, K.2
  • 4
    • 0000374085 scopus 로고
    • Markov decision processes with a new optimality criterion: Small interest rates
    • Jaquette SC (1972) Markov decision processes with a new optimality criterion: small interest rates. Ann Math Stat 43:1894-1901
    • (1972) Ann Math Stat , vol.43 , pp. 1894-1901
    • Jaquette, S.C.1
  • 5
    • 0009649395 scopus 로고
    • Markov decision processes with a new optimality criterion: Discrete time
    • Jaquette SC (1973) Markov decision processes with a new optimality criterion: discrete time. Ann Statist 1:496-505
    • (1973) Ann Statist , vol.1 , pp. 496-505
    • Jaquette, S.C.1
  • 6
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    • Markov decision processes with a new optimality criterion: Continuous time
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  • 7
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    • Kadota Y (1997) A minimum average-variance in Markov decision processes. Bull Inform Cybern 29:83-89
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    • Kadota, Y.1
  • 8
    • 0023384370 scopus 로고
    • A variance minimization problem for a Markov decision process
    • Kawai H (1987) A variance minimization problem for a Markov decision process. Eur J Oper Res 31:140-145
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    • Kawai, H.1
  • 9
    • 45949117079 scopus 로고
    • Markov decision processes with a minimum-variance criterion
    • Kurano M (1987) Markov decision processes with a minimum-variance criterion. J Math Anal Appl 123:572-583
    • (1987) J Math Anal Appl , vol.123 , pp. 572-583
    • Kurano, M.1
  • 10
    • 0002029988 scopus 로고
    • On the variance in controlled Markov chains
    • Mandl P (1971) On the variance in controlled Markov chains. Kybernetika 7:1-12
    • (1971) Kybernetika , vol.7 , pp. 1-12
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  • 13
    • 85174220685 scopus 로고    scopus 로고
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  • 14
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    • The variance of discounted Markov decision processes
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.