Semi-Markov decision processes with variance minimization criterion
Year of publication: |
2015
|
---|---|
Authors: | Wei, Qingda ; Guo, Xianping |
Published in: |
4OR : a quarterly journal of operations research. - Berlin, Heidelberg : Springer, ZDB-ID 2127815-5. - Vol. 13.2015, 1, p. 59-79
|
Subject: | Semi-Markov decision processes | State-dependent discount factors | Discount optimality equation | Discount variance minimal policy | Diskontierung | Discounting | Entscheidung | Decision | Markov-Kette | Markov chain | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Entscheidungstheorie | Decision theory | Intertemporale Entscheidung | Intertemporal choice |
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