Mean-variance criteria in an undiscounted Markov decision process

DOI10.1016/0377-2217(93)90170-RzbMath0798.90129MaRDI QIDQ1310718

Kun-Jen Chung

Publication date: 1 November 1994

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

meanvariancefinite state and action sets

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (1)

Notes on variance in randomized reward Markov decision processes

Cites Work

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• A variance minimization problem for a Markov decision process
• Mean, variance and probabilistic criteria in finite Markov decision processes: A review
• A note on maximal mean/standard deviation ratio in an undiscounted MDP
• Finite state Markovian decision processes
• Discounted MDP’s: Distribution Functions and Exponential Utility Maximization
• Variance-Penalized Markov Decision Processes
• Mean-Variance Tradeoffs in an Undiscounted MDP
• On Linear Programming in a Markov Decision Problem

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