Finite horizon continuous-time Markov decision processes with mean and variance criteria
type: Item
instance of: scholarly article
title: Finite horizon continuous-time Markov decision processes with mean and variance criteria
zbMATH Open document ID: 1407.90204
published in: Discrete Event Dynamic Systems
publication date: 2018-12-10T00:00:00Z
Mathematics Subject Classification ID: 90B50
Mathematics Subject Classification ID: 60J25
zbMATH DE Number: 6991683
zbMATH Keywords: Markov decision processes
zbMATH Keywords: continuous time
zbMATH Keywords: finite horizon optimality
zbMATH Keywords: HJB equation
zbMATH Keywords: optimal policy
author: Yonghui Huang
MaRDI profile type: Publication
full work available at URL: s10626-018-0273-1
OpenAlex ID: W2893115708
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Wikidata QID: Q129153048
DOI: 10.1007/S10626-018-0273-1
description: scientific article; zbMATH DE number 6991683