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"A mean-variance optimization problem for discounted Markov decision processes."

Xianping Guo, Liuer Ye, George Yin (2012)

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DOI: 10.1016/J.EJOR.2012.01.051

access: closed

type: Journal Article

metadata version: 2021-06-01

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Xianping Guo, Liuer Ye, George Yin:
A mean-variance optimization problem for discounted Markov decision processes. Eur. J. Oper. Res. 220(2): 423-429 (2012)

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