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~person:"Guo, Xianping"
~subject:"Discounted reward"
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Discounted reward
Continuous-time Markov decision process
4
Average criteria
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Average reward criterion
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Constrained continuous-time Markov decision processes
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Constrained-optimal policy
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Convergence
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Guo, Xianping
Ye, Liuer
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Yin, George
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European Journal of Operational Research
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A mean–variance optimization problem for discounted Markov decision processes
Guo, Xianping
;
Ye, Liuer
;
Yin, George
- In:
European Journal of Operational Research
220
(
2012
)
2
,
pp. 423-429
that minimizes the variance over a set of all policies with a given expected reward. For
continuous-time
MDPs with the …
Persistent link: https://www.econbiz.de/10010597684
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