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math.OC2020
Risk-Sensitive Markov Decision Processes with Combined Metrics of Mean and Variance
Li Xia
This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance…
math.OC2019
An Overview for Markov Decision Processes in Queues and Networks
Quan-Lin Li, Jing-Yu Ma, Rui-Na Fan +1
Markov decision processes (MDPs) in queues and networks have been an interesting topic in many practical areas since the 1960s. This paper provides a detailed overview on this topi…