VARIANCE CONSTRAINED MARKOV DECISION PROCESS

DOI10.15807/jorsj.30.88zbMath0619.90078OpenAlexW2461671388MaRDI QIDQ3757702

Naoki Katoh, Hajime Kawai

Publication date: 1987

Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15807/jorsj.30.88

zbMATH Keywords

Markovian deteriorationparametric Markov decision processsequential replacementoptimal randomized policy

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Reliability, availability, maintenance, inspection in operations research (90B25) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Related Items (4)

An \(\varepsilon\)-approximation scheme for combinatorial optimization problems with minimum variance criterion ⋮ A fully polynomial time approximation scheme for minimum cost-reliability ratio problems ⋮ A mathematical programming approach to a problem in variance penalised Markov decision processes ⋮ Notes on average Markov decision processes with a minimum-variance criterion

This page was built for publication: VARIANCE CONSTRAINED MARKOV DECISION PROCESS