Semi-Markov decision processes with variance minimization criterion
Qingda Wei; Xianping Guo
| Year of publication: |
2015
|
|---|---|
| Authors: | Wei, Qingda ; Guo, Xianping |
| Published in: |
4OR : a quarterly journal of operations research. - Berlin, Heidelberg : Springer, ZDB-ID 2127815-5. - Vol. 13.2015, 1, p. 59-79
|
| Subject: | Semi-Markov decision processes | State-dependent discount factors | Discount optimality equation | Discount variance minimal policy | Diskontierung | Discounting | Entscheidung | Decision | Markov-Kette | Markov chain | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Entscheidungstheorie | Decision theory | Intertemporale Entscheidung | Intertemporal choice |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010504956