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Markov decision processes with arbitrary reward processes
Yu, Jia Yuan; Mannor, Shie; Shimkin, Nahum - In: Mathematics of operations research 34 (2009) 3, pp. 737-757
Persistent link: https://www.econbiz.de/10003892666
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Algorithmic aspects of mean–variance optimization in Markov decision processes
Mannor, Shie; Tsitsiklis, John N. - In: European journal of operational research : EJOR 231 (2013) 3, pp. 645-653
Persistent link: https://www.econbiz.de/10009787362
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Distributionally robust Markov decision processes
Xu, Huan; Mannor, Shie - In: Mathematics of operations research 37 (2012) 2, pp. 288-300
Persistent link: https://www.econbiz.de/10009561158