A unified algorithm framework for mean-variance optimization in discounted Markov decision processes

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Veröffentlicht in:European journal of operational research
1. Verfasser: Ma, Shuai (VerfasserIn)
Weitere Verfasser: Ma, Xiaoteng (VerfasserIn), Xia, Li (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2023
Schlagworte:
Bellman local-optimality equation > Bilevel optimization > Discounted mean-variance > Dynamic programming > Markov decision process > Aufsatz in Zeitschrift
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