Mean-Variance Tradeoffs in an Undiscounted MDP
暂无分享,去创建一个
[1] M. J. Sobel,et al. Discounted MDP's: distribution functions and exponential utility maximization , 1987 .
[2] Ronald A. Howard,et al. Dynamic Programming and Markov Processes , 1960 .
[3] Toshihide Ibaraki,et al. A parametric characterization and an ɛ-approximation scheme for the minimization of a quasiconcave program , 1987, Discret. Appl. Math..
[4] P. Whittle. Risk-Sensitive Optimal Control , 1990 .
[5] E. Denardo. On Linear Programming in a Markov Decision Problem , 1970 .
[6] H. Kawai. A variance minimization problem for a Markov decision process , 1987 .
[7] Cyrus Derman,et al. Finite State Markovian Decision Processes , 1970 .
[8] Kun-Jen Chung. Mean-Variance Tradeoffs in an Undiscounted MDP: The Unichain Case , 1994, Oper. Res..
[9] Keith W. Ross,et al. Variability Sensitive Markov Decision Processes , 1992, Math. Oper. Res..
[10] Katta G. Murty,et al. Computational complexity of parametric linear programming , 1980, Math. Program..
[11] Kun-Jen Chung. A note on maximal mean/standard deviation ratio in an undiscounted MDP , 1989 .
[12] Matthew J. Sobel,et al. Inventory Control with an Exponential Utility Criterion , 1992, Oper. Res..
[13] Martin L. Puterman,et al. Markov Decision Processes: Discrete Stochastic Dynamic Programming , 1994 .
[14] A. Hordijk,et al. Linear Programming and Markov Decision Chains , 1979 .
[15] L. C. M. Kallenberg,et al. Linear programming and finite Markovian control problems , 1984 .
[16] E. Denardo,et al. Multichain Markov Renewal Programs , 1968 .
[17] Jerzy A. Filar,et al. Variance-Penalized Markov Decision Processes , 1989, Math. Oper. Res..
[18] A. S. Manne. Linear Programming and Sequential Decisions , 1960 .
[19] Ying Huang,et al. On Finding Optimal Policies for Markov Decision Chains: A Unifying Framework for Mean-Variance-Tradeoffs , 1994, Math. Oper. Res..
[20] M. J. Sobel. Maximal mean/standard deviation ratio in an undiscounted MDP , 1985 .
[21] Ward Whitt,et al. Stochastic Abelian and Tauberian theorems , 1972 .
[22] D. White. Mean, variance, and probabilistic criteria in finite Markov decision processes: A review , 1988 .
[23] Daniel P. Heyman,et al. Stochastic models in operations research , 1982 .
[24] D. Blackwell. Discrete Dynamic Programming , 1962 .