Maximal mean/standard deviation ratio in an undiscounted MDP
- 31 December 1985
- journal article
- Published by Elsevier in Operations Research Letters
- Vol. 4 (4) , 157-159
- https://doi.org/10.1016/0167-6377(85)90022-7
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Constrained Undiscounted Stochastic Dynamic ProgrammingMathematics of Operations Research, 1984
- Vector-Valued Dynamic ProgrammingSIAM Journal on Control and Optimization, 1983
- Risk-sensitive linear/quadratic/gaussian controlAdvances in Applied Probability, 1981
- Technical Note—Dynamic Programming and Probabilistic ConstraintsOperations Research, 1974