Variance-Penalized Markov Decision Processes

Jerzy Filar, L Kallenberg, Heuy-Miin Lee

    Research output: Contribution to journalArticle

    Original languageEnglish
    Pages (from-to)147-161
    Number of pages15
    JournalMathematics of Operations Research
    Volume14
    Issue number1
    Publication statusPublished - 1989

    Cite this

    Filar, J., Kallenberg, L., & Lee, H-M. (1989). Variance-Penalized Markov Decision Processes. Mathematics of Operations Research, 14(1), 147-161.