A mean-variance optimization problem for discounted Markov decision processes
Year of publication: |
2012
|
---|---|
Authors: | Guo, Xianping ; Ye, Liuer ; Yin, George |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 220.2012, 2 (16.7.), p. 423-429
|
Subject: | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Entscheidung | Decision | Markov-Kette | Markov chain | Operations Research | Operations research |
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