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European journal of operational research : EJOR
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Production and operations management : the flagship research journal of the Production and Operations Management Society
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ECONIS (ZBW)
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A unified algorithm framework for mean-variance optimization in discounted Markov decision processes
Ma, Shuai
;
Ma, Xiaoteng
;
Xia, Li
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1057-1067
Persistent link: https://www.econbiz.de/10014440200
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Risk-sensitive Markov decision processes with long-run CVaR criterion
Xia, Li
;
Zhang, Luyao
;
Glynn, Peter W.
- In:
Production and operations management : the flagship …
32
(
2023
)
12
,
pp. 4049-4067
Persistent link: https://www.econbiz.de/10014441486
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