Pages that link to "Item:Q3832356"
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The following pages link to Variance-Penalized Markov Decision Processes (Q3832356):
Displaying 50 items.
- A price-setting newsvendor problem under mean-variance criteria (Q320035) (← links)
- Analyzing operational risk-reward trade-offs for start-ups (Q320040) (← links)
- Trading performance for stability in Markov decision processes (Q340568) (← links)
- Variance-penalized response-adaptive randomization with mismeasurement (Q419338) (← links)
- Solution strategies for variance minimization problems (Q810378) (← links)
- On mean reward variance in semi-Markov processes (Q811981) (← links)
- Mean-variance problems for finite horizon semi-Markov decision processes (Q887160) (← links)
- Separable value functions for infinite horizon average reward Markov decision processes (Q908861) (← links)
- Maximal mean/standard deviation ratio in an undiscounted MDP (Q1064974) (← links)
- Variational characterizations in Markov decision processes (Q1077334) (← links)
- Computational approaches to variance-penalised Markov decision processes (Q1198139) (← links)
- Mean-variance criteria in an undiscounted Markov decision process (Q1310718) (← links)
- A mathematical programming approach to a problem in variance penalised Markov decision processes (Q1317531) (← links)
- Finite-horizon variance penalised Markov decision processes (Q1374409) (← links)
- Non-homogeneous Markov decision processes with a constraint (Q1378679) (← links)
- Notes on average Markov decision processes with a minimum-variance criterion (Q1612012) (← links)
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
- Variance-constrained actor-critic algorithms for discounted and average reward MDPs (Q1689603) (← links)
- Variance minimization of parameterized Markov decision processes (Q1745941) (← links)
- Mean, variance and probabilistic criteria in finite Markov decision processes: A review (Q1821706) (← links)
- Stochastic optimization of forward recursive functions (Q1826762) (← links)
- Optimal policy for minimizing risk models in Markov decision processes (Q1849140) (← links)
- Efficient algorithms for risk-sensitive Markov decision processes with limited budget (Q2060792) (← links)
- Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
- Semi-Markov decision processes with variance minimization criterion (Q2342919) (← links)
- Algorithmic aspects of mean-variance optimization in Markov decision processes (Q2356186) (← links)
- Sample-path optimality and variance-maximization for Markov decision processes (Q2460036) (← links)
- Time consistent dynamic risk measures (Q2500793) (← links)
- A risk-sensitive approach to total productive maintenance (Q2507920) (← links)
- Learning the variance of the reward-to-go (Q2810778) (← links)
- Computational methods for risk-averse undiscounted transient Markov models (Q2875608) (← links)
- Markov Decision Problems Where Means Bound Variances (Q2931706) (← links)
- Variance-minimization of Markov control processes with pathwise constraints (Q3145054) (← links)
- An Inequality for Variances of the Discounted Rewards (Q3402070) (← links)
- Markov Decision Processes with Variance Minimization: A New Condition and Approach (Q3446961) (← links)
- VARIANCE CONSTRAINED MARKOV DECISION PROCESS (Q3757702) (← links)
- Multi-objective discounted Markov decision processes with expectation and variance criteria (Q4012723) (← links)
- Variability Sensitive Markov Decision Processes (Q4022018) (← links)
- Simultaneous optimization of efficiency and performance belance measures in single-machine scheduling problems (Q4287985) (← links)
- Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory (Q4304579) (← links)
- Notes on variance in randomized reward Markov decision processes (Q4354095) (← links)
- Risk-Constrained Reinforcement Learning with Percentile Risk Criteria (Q4558492) (← links)
- Mean-Variance Analysis in Infinite Horizon Non-Discounted Markov Decision Processes: Technical Note (Q4718641) (← links)
- (Q4998920) (← links)
- Augmenting Markov Cohort Analysis to Compute (Co)Variances: Implications for Strength of Cost-Effectiveness (Q5060793) (← links)
- Risk-Sensitive Reinforcement Learning via Policy Gradient Search (Q5102286) (← links)
- Variance-penalized Markov decision processes: dynamic programming and reinforcement learning techniques (Q5166474) (← links)
- A Sensitivity‐Based Construction Approach to Variance Minimization of Markov Decision Processes (Q5215162) (← links)
- A Convex Analytic Approach to Risk-Aware Markov Decision Processes (Q5258943) (← links)
- On the total reward variance for continuous-time Markov reward chains (Q5441521) (← links)
