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"A unified algorithm framework for mean-variance optimization in discounted ..."

Shuai Ma, Xiaoteng Ma, Li Xia (2023)

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DOI: 10.1016/J.EJOR.2023.06.022

access: closed

type: Journal Article

metadata version: 2023-08-31

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Shuai Ma, Xiaoteng Ma, Li Xia:
A unified algorithm framework for mean-variance optimization in discounted Markov decision processes. Eur. J. Oper. Res. 311(3): 1057-1067 (2023)

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