Mean-Variance Optimization in Markov Decision Processes

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.

@inproceedings{MannorT11,
  title = {Mean-Variance Optimization in Markov Decision Processes},
  author = {Shie Mannor and John N. Tsitsiklis},
  year = {2011},
  researchr = {https://researchr.org/publication/MannorT11},
  cites = {0},
  citedby = {0},
  pages = {177-184},
  booktitle = {Proceedings of the 28th International Conference on Machine Learning, ICML 2011, Bellevue, Washington, USA, June 28 - July 2, 2011},
  editor = {Lise Getoor and Tobias Scheffer},
  publisher = {Omnipress},
}