Mean-Variance Tradeoffs in an Undiscounted MDP: The Unichain Case
Mean-Variance Tradeoffs in an Undiscounted MDP: The Unichain Case
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DOI:
10.1287/opre.42.1.184
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发表时间:
1994-02
期刊:
影响因子:
--
通讯作者:
Kun-Jen Chung
中科院分区:
文献类型:
--
作者:
Kun-Jen Chung
The problem analyzed here is the computation of Pareto optima in the sense of high mean and low variance of the stationary distribution in the unichain, undiscounted Markov decision process MDP, for short.