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- W2313791856 abstract "Formulae are presented for the variance and higher moments of the present value of single-stage rewards in a finite Markov decision process. Similar formulae are exhibited for a semi-Markov decision process. There is a short discussion of the obstacles to using the variance formula in algorithms to maximize the mean minus a multiple of the standard deviation." @default.
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- W2313791856 date "1982-12-01" @default.
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- W2313791856 title "The variance of discounted Markov decision processes" @default.
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- W2313791856 doi "https://doi.org/10.2307/3213832" @default.
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