A mean-variance optimization problem for discounted Markov decision processes
Xianping Guo; Liuer Ye; George Yin
| Year of publication: |
2012
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|---|---|
| Authors: | Guo, Xianping ; Ye, Liuer ; Yin, George |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 220.2012, 2 (16.7.), p. 423-429
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| Subject: | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Markov-Kette | Markov chain | Entscheidung | Decision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009548843