Markov decision problems where means bound variances
Year of publication: |
2014
|
---|---|
Authors: | Arlotto, Alessandro ; Gans, Noah ; Steele, John Michael |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 62.2014, 4, p. 864-875
|
Subject: | Markov decision problems | variance bounds | optimal total reward | Theorie | Theory | Markov-Kette | Markov chain | Entscheidung | Decision | Mathematische Optimierung | Mathematical programming |
-
Robust optimal strategies in Markov decision problems
Oren, Gal, (2014)
-
Sporadic overtaking optimality in Markov decision problems
Flesch, János, (2017)
-
Finite dynamic programming : an approach to finite Markov decision processes
White, Douglas J., (1978)
- More ...
-
Arlotto, Alessandro, (2016)
-
Optimal hiring and retention policies for heterogeneous workers who learn
Arlotto, Alessandro, (2014)
-
Stochastic calculus and financial applications
Steele, John Michael, (2001)
- More ...