Variance-Penalized Markov Decision Processes

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	147-161
Number of pages	15
Journal	Mathematics of Operations Research
Volume	14
Issue number	1
Publication status	Published - 1989

Cite this

@article{05c1431de5f24966852e16562f582ea4,

title = "Variance-Penalized Markov Decision Processes",

author = "Jerzy Filar and L Kallenberg and Heuy-Miin Lee",

year = "1989",

language = "English",

volume = "14",

pages = "147--161",

journal = "Mathematics of Operations Research",

issn = "0364-765X",

publisher = "INFORMS Inst.for Operations Res.and the Management Sciences",

number = "1",

}