Finite-horizon variance penalised Markov decision processes
type: Item
instance of: scholarly article
title: Finite-horizon variance penalised Markov decision processes
zbMATH Open document ID: 0894.90161
DOI: 10.1007/BF01539805
author: E. J. Collins
published in: OR Spektrum
publication date: 1997-12-04T00:00:00Z
Mathematics Subject Classification ID: 90C40
zbMATH DE Number: 1094849
zbMATH Keywords: variance penalty
zbMATH Keywords: mean-variance tradeoff
zbMATH Keywords: convex polytopes
zbMATH Keywords: finite horizon Markov decision process
zbMATH Keywords: terminal rewards
zbMATH Keywords: vertex elimination
MaRDI profile type: Publication
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cites work: Q5621733
cites work: The variance of discounted Markov decision processes
cites work: Computational approaches to variance-penalised Markov decision processes
cites work: A mathematical programming approach to a problem in variance penalised Markov decision processes
description: scientific article; zbMATH DE number 1094849