-
1
-
-
28544449523
-
Calculating the variance in Markov processes with random reward
-
Benito F (1982) Calculating the variance in Markov processes with random reward. Trabajos Estadistica Investigacion Operativa 33:73-85
-
(1982)
Trabajos Estadistica Investigacion Operativa
, vol.33
, pp. 73-85
-
-
Benito, F.1
-
2
-
-
0000217603
-
Variance penalized Markov decision processes
-
Filar J, Kallenberg LCM, Lee H-M (1989) Variance penalized Markov decision processes. Math Oper Res 14:147-161
-
(1989)
Math Oper Res
, vol.14
, pp. 147-161
-
-
Filar, J.1
Lcm, K.2
Lee, H.-M.3
-
3
-
-
0001324526
-
On finding optimal policies for Markov decision chains: A unifying framework for mean-variance-tradeoffs
-
Huang Y, Kallenberg LCM (1994) On finding optimal policies for Markov decision chains: a unifying framework for mean-variance-tradeoffs. Math Oper Res 19:434-448
-
(1994)
Math Oper Res
, vol.19
, pp. 434-448
-
-
Huang, Y.1
Lcm, K.2
-
4
-
-
0000374085
-
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
-
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
-
-
28544448548
-
Markov decision processes with a new optimality criterion: Continuous time
-
Jaquette SC (1975) Markov decision processes with a new optimality criterion: continuous time. Ann Stat 3:547-553
-
(1975)
Ann Stat
, vol.3
, pp. 547-553
-
-
Jaquette, S.C.1
-
7
-
-
28544442638
-
A minimum average-variance in Markov decision processes
-
Kadota Y (1997) A minimum average-variance in Markov decision processes. Bull Inform Cybern 29:83-89
-
(1997)
Bull Inform Cybern
, vol.29
, pp. 83-89
-
-
Kadota, Y.1
-
8
-
-
0023384370
-
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
-
(1987)
Eur J Oper Res
, vol.31
, pp. 140-145
-
-
Kawai, H.1
-
9
-
-
45949117079
-
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
-
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
-
-
Mandl, P.1
-
13
-
-
85174220685
-
Optimal solutions for undiscounted variance penalized Markov decision chains
-
Marti K, Ermoliev Y, Pflug G (eds). Springer, Berlin Heidelberg New York
-
Sladký K, Sitař M (2004) Optimal solutions for undiscounted variance penalized Markov decision chains. In: Marti K, Ermoliev Y, Pflug G (eds) Dynamic stochastic optimization. Springer, Berlin Heidelberg New York, pp 43-66
-
(2004)
Dynamic Stochastic Optimization
, pp. 43-66
-
-
Sladký, K.1
Sitař, M.2
-
14
-
-
0020279968
-
The variance of discounted Markov decision processes
-
Sobel MJ (1982) The variance of discounted Markov decision processes. J Appl Probab 19:794-802
-
(1982)
J Appl Probab
, vol.19
, pp. 794-802
-
-
Sobel, M.J.1
-
15
-
-
0022189863
-
Maximal mean/standard deviation ratio in an undiscounted MDP
-
Sobel MJ (1985) Maximal mean/standard deviation ratio in an undiscounted MDP. Oper Res Lett 4:157-159
-
(1985)
Oper Res Lett
, vol.4
, pp. 157-159
-
-
Sobel, M.J.1
-
16
-
-
0023842256
-
Mean variance and probability criteria in finite Markov decision processes: A review
-
White DJ (1988) Mean variance and probability criteria in finite Markov decision processes: a review. J Optim Theory Appl 56:1-29
-
(1988)
J Optim Theory Appl
, vol.56
, pp. 1-29
-
-
White, D.J.1
|