Mean-variance optimization in Markov decision processes

Proceedings of the 28th International Conference on Machine Learning, ICML 2011

Volumn , Issue , 2011, Pages 177-184

  Mannor, Shie ^a   Tsitsiklis, John N ^b  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

FINITE-HORIZON MARKOV DECISION PROCESS; MARKOV DECISION PROCESSES; MEAN VARIANCE; NP-HARD; PERFORMANCE MEASURE; STRONGLY NP-HARD; VARIANCE CONSTRAINTS;

COMPUTATIONAL COMPLEXITY; LEARNING ALGORITHMS; LEARNING SYSTEMS; MARKOV PROCESSES;

APPROXIMATION ALGORITHMS;

EID: 80053437871     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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