Shie Mannor, John N. Tsitsiklis. Mean-Variance Optimization in Markov Decision Processes. In Lise Getoor, Tobias Scheffer, editors, Proceedings of the 28th International Conference on Machine Learning, ICML 2011, Bellevue, Washington, USA, June 28 - July 2, 2011. pages 177-184, Omnipress, 2011.
Abstract is missing.