Algorithmic aspects of mean–variance optimization in Markov decision processes
Year of publication: |
2013
|
---|---|
Authors: | Mannor, Shie ; Tsitsiklis, John N. |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 231.2013, 3 (16.12.), p. 645-653
|
Subject: | Markov processes | Dynamic programming | Control | Complexity theory | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Markov-Kette | Markov chain | Entscheidung | Decision |
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