On the variance in controlled Markov chains

Petr Mandl

Kybernetika (1971)

  • Volume: 07, Issue: 1, page (1)-12
  • ISSN: 0023-5954

How to cite

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Mandl, Petr. "On the variance in controlled Markov chains." Kybernetika 07.1 (1971): (1)-12. <http://eudml.org/doc/27906>.

@article{Mandl1971,
author = {Mandl, Petr},
journal = {Kybernetika},
language = {eng},
number = {1},
pages = {(1)-12},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On the variance in controlled Markov chains},
url = {http://eudml.org/doc/27906},
volume = {07},
year = {1971},
}

TY - JOUR
AU - Mandl, Petr
TI - On the variance in controlled Markov chains
JO - Kybernetika
PY - 1971
PB - Institute of Information Theory and Automation AS CR
VL - 07
IS - 1
SP - (1)
EP - 12
LA - eng
UR - http://eudml.org/doc/27906
ER -

References

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  1. R. Bellman, Dynamic programming, Princeton 1957. (1957) Zbl0995.90618MR0090477
  2. R. A. Howard, Dynamic programming and Markov processes, New York, London 1960. (1960) Zbl0091.16001MR0118514
  3. J. G. Kemeny J. L. Snell, Finite Markov chains, Princeton 1960. (1960) MR0115196
  4. P. Mandl, Controlled Markov chains, (in Czech). Kybernetika 6 (1969), Supplement, 1 - 74. (1969) MR0434456

Citations in EuDML Documents

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  1. Karel Sladký, Necessary and sufficient optimality conditions for average reward of controlled Markov chains
  2. Petr Mandl, A connection between controlled Markov chains and martingales
  3. Xiangxiang Huang, Yonghui Huang, Mean-variance optimality for semi-Markov decision processes under first passage criteria
  4. Karel Sladký, Second Order optimality in Markov decision chains
  5. Karel Sladký, On the set of optimal controls for Markov chains with rewards
  6. Onésimo Hernández-Lerma, Myriam Muñoz de Ozak, Discrete-time Markov control processes with discounted unbounded costs: Optimality criteria
  7. Karel Sladký, Risk-sensitive average optimality in Markov decision processes

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