Nonstationary denumerable state Markov decision processes -- with average variance criterion

zbMath1016.90071MaRDI QIDQ1299921

Xianping Guo

Publication date: 7 September 1999

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

zbMATH Keywords

optimal Markov policiesdiscrete-time Markov decision processesoptimality equationsaverage expected reward criterionaverage variance criterionnonstationary Markov decision processes

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov and semi-Markov decision processes (90C40)

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