Nonstationary denumerable state Markov decision processes – with average variance criterion
Year of publication: |
1999
|
---|---|
Authors: | Guo, Xianping |
Published in: |
Mathematical Methods of Operations Research. - Springer. - Vol. 49.1999, 1, p. 87-96
|
Publisher: |
Springer |
Subject: | Discrete | time Markov decision processes | average expected criteria | optimality equations | average variance criterion | optimal Markov policies |
-
Nonstationary denumerable state Markov decision processes – with average variance criterion
Guo, Xianping, (1999)
-
A new strong optimality criterion for nonstationary Markov decision processes
Guo, Xianping, (2000)
-
A new strong optimality criterion for nonstationary Markov decision processes
Guo, Xianping, (2000)
- More ...
-
Optimal dividend problems with a risk probability criterion
Wen, Xin, (2021)
-
Nonstationary denumerable state Markov decision processes – with average variance criterion
Guo, Xianping, (1999)
-
Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions
Zhu, Quanxin, (2005)
- More ...