Guo, Xianping - In: Mathematical Methods of Operations Research 49 (1999) 1, pp. 87-96
provided in this paper, we translate the average variance criterion into a new average expected cost criterion. Then we prove …. In this paper, we consider the nonstationary Markov decision processes (MDP, for short) with average variance … criterion on a countable state space, finite action spaces and bounded one-step rewards. From the optimality equations which are …
