Algorithmic Procedures for Mean Variance Optimality in Markov Decision Chains

Karel Sladký () and Milan Sitař ()
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Karel Sladký: Academy of Sciences of the Czech Republic
Milan Sitař: Academy of Sciences of the Czech Republic

A chapter in Operations Research Proceedings 2005, 2006, pp 799-804 from Springer

Keywords: Stationary Policy; Optimal Policy; Markov Decision Process; Transition Probability Matrix; Stochastic Dynamic Programming (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:oprchp:978-3-540-32539-0_125

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DOI: 10.1007/3-540-32539-5_125

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