A mean-variance optimization problem for discounted Markov decision processes (Q1926755)
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scientific article; zbMATH DE number 6119373
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mean-variance optimization problem for discounted Markov decision processes |
scientific article; zbMATH DE number 6119373 |
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A mean-variance optimization problem for discounted Markov decision processes (English)
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29 December 2012
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mean
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variance criterion
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finite continuous-time mdps
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discounted reward
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policy iteration algorithm
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efficient frontier
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