The variance of discounted Markov decision processes
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Publication:4739691
DOI10.2307/3213832zbMath0503.90091OpenAlexW2313791856MaRDI QIDQ4739691
Publication date: 1982
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3213832
semi-Markov decision processpolicy improvementvariance formulafinite Markov decision processhigher moments formulasvalue of single-stage rewards
Decision theory (91B06) Continuous-time Markov processes on general state spaces (60J25) Statistical decision theory (62C99) Markov and semi-Markov decision processes (90C40)
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