Pages that link to "Item:Q2931706"
From MaRDI portal
The following pages link to Markov Decision Problems Where Means Bound Variances (Q2931706):
Displaying 21 items.
- Trading performance for stability in Markov decision processes (Q340568) (← links)
- Optimal online selection of a monotone subsequence: a central limit theorem (Q491928) (← links)
- Variational characterizations in Markov decision processes (Q1077334) (← links)
- Utility, probabilistic constraints, mean and variance of discounted rewards in Markov decision processes (Q1091281) (← links)
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
- A central limit theorem for costs in Bulinskaya's inventory management problem when deliveries face delays (Q1617322) (← links)
- Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
- Algorithmic aspects of mean-variance optimization in Markov decision processes (Q2356186) (← links)
- Learning the variance of the reward-to-go (Q2810778) (← links)
- Quickest online selection of an increasing subsequence of specified size (Q2820269) (← links)
- A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming (Q2833111) (← links)
- (Q3678994) (← links)
- VARIANCE CONSTRAINED MARKOV DECISION PROCESS (Q3757702) (← links)
- Variance-Penalized Markov Decision Processes (Q3832356) (← links)
- Variability Sensitive Markov Decision Processes (Q4022018) (← links)
- Online Scheduling with Increasing Subsequence Serving Constraint (Q4632179) (← links)
- Bayesian Exploration for Approximate Dynamic Programming (Q4971589) (← links)
- Mean-Variance Criteria for Finite Continuous-Time Markov Decision Processes (Q4974732) (← links)
- (Q4998920) (← links)
- Technical Note—Ranking Distributions When Only Means and Variances Are Known (Q5058048) (← links)
- Quantile Markov Decision Processes (Q5095150) (← links)
