Mean, variance, and probabilistic criteria in finite Markov decision processes: A review-Reference-Cited by-同舟云学术

Mean, variance, and probabilistic criteria in finite Markov decision processes: A review

Published:1988-01 Issue:1 Volume:56 Page:1-29
ISSN:0022-3239
Container-title:Journal of Optimization Theory and Applications
language:en
Short-container-title:J Optim Theory Appl

Author:

White D. J.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Link

http://link.springer.com/content/pdf/10.1007/BF00938524.pdf

Reference52 articles.

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3. Hogan, A. J., Morris, J. G., andThompson, H. E.,Decision Problems under Risk and Chance Constrained Programming: Dilemmas in the Transition, Management Science, Vol. 27, pp. 698?716, 1981.

4. Jacquette, S. C.,A Utility Criterion for Markov Decision Processes, Management Science, Vol. 23, pp. 43?49, 1979.

5. Jacquette, S. C.,Markov Decision Processes with a New Optimality Criterion, Small Interest Rates, Annals of Mathematical Statistics, Vol. 1, pp. 1894?1901, 1973.

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