Mean-variance optimality for semi-Markov decision processes under first passage criteria

DOI10.14736/KYB-2017-1-0059zbMath1413.90303OpenAlexW2600427138MaRDI QIDQ5271024

Xiangxiang Huang, Yong-hui Huang

Publication date: 3 July 2017

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/146708

zbMATH Keywords

first passage timesemi-Markov decision processesminimal variancemean-variance optimal policyunbounded reward rate

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Continuous-time Markov processes on discrete state spaces (60J27)

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