A unified algorithm framework for mean-variance optimization in discounted Markov decision processes
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Publication:6096629
DOI10.1016/j.ejor.2023.06.022arXiv2201.05737MaRDI QIDQ6096629
Publication date: 15 September 2023
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.05737
dynamic programmingMarkov decision processbilevel optimizationBellman local-optimality equationdiscounted mean-variance
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