Dynamic programming of expectation and variance

DOI10.1016/S0022-247X(76)80001-7zbMath0349.90113MaRDI QIDQ1235066

Gisbert Quelle

Publication date: 1976

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Hamilton-Jacobi theories (49L99)

Related Items (1)

Notes on average Markov decision processes with a minimum-variance criterion

Cites Work

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• Linear programming algorithms for semi-Markovian decision processes
• Instationäre dynamische Optimierung bei schwachen Voraussetzungen über die Gewinnfunktionen
• Markov decision processes with a new optimality criterion: Discrete time
• Markov-Renewal Programming. I: Formulation, Finite Return Models
• Markov Decision Processes with a New Optimality Criterion: Small Interest Rates

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