A mathematical programming approach to a problem in variance penalised Markov decision processes
type: Item
instance of: scholarly article
title: A mathematical programming approach to a problem in variance penalised Markov decision processes
zbMATH Open document ID: 0793.90092
DOI: 10.1007/BF01719453
published in: OR Spektrum
publication date: 1994-03-17T00:00:00Z
Mathematics Subject Classification ID: 90C40
zbMATH DE Number: 530093
zbMATH Keywords: variance
zbMATH Keywords: average expected reward
zbMATH Keywords: \(\varepsilon\)-optimal solution
author: D. J. White
MaRDI profile type: Publication
cites work: Solving Certain Nonconvex Quadratic Minimization Problems by Ranking the Extreme Points
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cites work: Computational approaches to variance-penalised Markov decision processes
cites work: A variance minimization problem for a Markov decision process
cites work: VARIANCE CONSTRAINED MARKOV DECISION PROCESS
description: scientific article; zbMATH DE number 530093