Mean-variance problems for finite horizon semi-Markov decision processes (Q887160)
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scientific article; zbMATH DE number 6499494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance problems for finite horizon semi-Markov decision processes |
scientific article; zbMATH DE number 6499494 |
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Mean-variance problems for finite horizon semi-Markov decision processes (English)
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28 October 2015
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finite horizon semi-Markov decision processes
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mean-variance optimal policy
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dynamic programming
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value iteration
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policy improvement
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linear programming
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